import itertools
import pandas as pd
from statsmodels.tsa.statespace.sarimax import SARIMAX
import numpy as np
import matplotlib.pyplot as plt
from sklearn.metrics import mean_squared_error
import os
os.getcwd()
#df = pd.read_csv('Zip_zhvi_uc_sfr_tier_0.33_0.67_sm_sa_mon.csv')
df = pd.read_csv('Zip_zhvi_uc_sfrcondo_tier_0.33_0.67_sm_sa_month.csv')
df.head()
| RegionID | SizeRank | RegionName | RegionType | StateName | State | City | Metro | CountyName | 2000-01-31 | ... | 2023-03-31 | 2023-04-30 | 2023-05-31 | 2023-06-30 | 2023-07-31 | 2023-08-31 | 2023-09-30 | 2023-10-31 | 2023-11-30 | 2023-12-31 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 91982 | 1 | 77494 | zip | TX | TX | Katy | Houston-The Woodlands-Sugar Land, TX | Fort Bend County | 208752.177188 | ... | 468400.012962 | 469600.790271 | 471587.869725 | 474687.471351 | 477460.027392 | 479919.299106 | 481726.908022 | 482958.479293 | 483644.390919 | 484254.484150 |
| 1 | 61148 | 2 | 8701 | zip | NJ | NJ | Lakewood | New York-Newark-Jersey City, NY-NJ-PA | Ocean County | 133799.965954 | ... | 517054.419786 | 521100.063176 | 526320.736228 | 532105.809020 | 538056.023382 | 543798.549494 | 549960.546654 | 557112.585902 | 563739.635747 | 568385.787815 |
| 2 | 91940 | 3 | 77449 | zip | TX | TX | Katy | Houston-The Woodlands-Sugar Land, TX | Harris County | 102327.332899 | ... | 274575.011824 | 273391.851083 | 272916.706411 | 273291.932508 | 274045.370378 | 274933.235990 | 275461.772882 | 275451.663963 | 275219.130604 | 274931.001539 |
| 3 | 62080 | 4 | 11368 | zip | NY | NY | New York | New York-Newark-Jersey City, NY-NJ-PA | Queens County | 147672.475058 | ... | 480340.864596 | 473730.902787 | 466644.010241 | 461261.507623 | 459443.414913 | 459437.482269 | 458881.548977 | 456860.171677 | 453514.767036 | 449239.710048 |
| 4 | 91733 | 5 | 77084 | zip | TX | TX | Houston | Houston-The Woodlands-Sugar Land, TX | Harris County | 100957.722364 | ... | 267553.019024 | 266769.398609 | 266628.259422 | 267219.988459 | 268054.762069 | 268918.974834 | 269342.669492 | 269333.119699 | 268917.017812 | 268499.368493 |
5 rows × 297 columns
df.columns
Index(['RegionID', 'SizeRank', 'RegionName', 'RegionType', 'StateName',
'State', 'City', 'Metro', 'CountyName', '2000-01-31',
...
'2023-03-31', '2023-04-30', '2023-05-31', '2023-06-30', '2023-07-31',
'2023-08-31', '2023-09-30', '2023-10-31', '2023-11-30', '2023-12-31'],
dtype='object', length=297)
df.shape
(26354, 297)
df.iloc[:, 9:].transpose()
| 0 | 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | ... | 26344 | 26345 | 26346 | 26347 | 26348 | 26349 | 26350 | 26351 | 26352 | 26353 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2000-01-31 | 208752.177188 | 133799.965954 | 102327.332899 | 147672.475058 | 100957.722364 | 89209.529378 | 260775.195493 | 153242.924036 | 181060.959958 | 112567.262934 | ... | NaN | NaN | NaN | 92897.827606 | NaN | NaN | NaN | NaN | NaN | NaN |
| 2000-02-29 | 208933.355223 | 134352.196216 | 102341.472343 | 149140.189415 | 100915.381721 | 89194.374796 | 261897.642882 | 153540.930524 | 181301.483813 | 113020.027694 | ... | NaN | NaN | NaN | 93242.611189 | NaN | NaN | NaN | NaN | NaN | NaN |
| 2000-03-31 | 209417.484597 | 134725.444700 | 102215.866898 | 150242.618161 | 100736.106679 | 89213.721442 | 263318.510956 | 153690.642549 | 181605.552842 | 113694.729026 | ... | NaN | NaN | NaN | 93555.552949 | NaN | NaN | NaN | NaN | NaN | NaN |
| 2000-04-30 | 210395.321387 | 135671.036962 | 102206.257761 | 152082.798879 | 100654.202432 | 89190.711160 | 265320.337636 | 154078.667948 | 182443.232876 | 114738.515131 | ... | NaN | NaN | NaN | 93591.534454 | NaN | NaN | NaN | NaN | NaN | NaN |
| 2000-05-31 | 210430.298443 | 136654.797404 | 102252.914700 | 153402.530230 | 100629.838251 | 89215.579690 | 266758.899723 | 154412.141624 | 183719.323956 | 115661.091881 | ... | NaN | NaN | NaN | 93761.792886 | NaN | NaN | NaN | NaN | NaN | NaN |
| ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... |
| 2023-08-31 | 479919.299106 | 543798.549494 | 274933.235990 | 459437.482269 | 268918.974834 | 202834.973696 | 794531.597036 | 404537.125588 | 657428.859504 | 555302.427921 | ... | 349103.150059 | 180495.338305 | 177392.795295 | 203073.135906 | 84201.214216 | 339422.454131 | 175266.666374 | 102138.167674 | 103008.548422 | 188893.327101 |
| 2023-09-30 | 481726.908022 | 549960.546654 | 275461.772882 | 458881.548977 | 269342.669492 | 203766.774891 | 792554.183994 | 402707.518398 | 656723.666185 | 562943.391380 | ... | 350525.216453 | 179971.338387 | 176375.701615 | 204330.536466 | 84705.676269 | 341345.810653 | 175371.383285 | 102509.371773 | 104356.053262 | 189526.836516 |
| 2023-10-31 | 482958.479293 | 557112.585902 | 275451.663963 | 456860.171677 | 269333.119699 | 204465.130798 | 791285.829718 | 400968.770012 | 655585.521751 | 569213.775274 | ... | 351066.696656 | 179101.409734 | 175829.886878 | 204894.639796 | 85641.204921 | 342917.881661 | 175565.910147 | 103003.798605 | 105233.060031 | 190129.583364 |
| 2023-11-30 | 483644.390919 | 563739.635747 | 275219.130604 | 453514.767036 | 268917.017812 | 204640.102855 | 790059.804507 | 399185.708326 | 655055.195335 | 574733.557641 | ... | 351217.036317 | 177946.680047 | 175541.800674 | 204736.905723 | 86506.384636 | 343768.957866 | 175480.717039 | 102776.008170 | 105655.210102 | 190661.229579 |
| 2023-12-31 | 484254.484150 | 568385.787815 | 274931.001539 | 449239.710048 | 268499.368493 | 204820.250162 | 789922.404553 | 397292.509346 | 656671.669776 | 578625.465840 | ... | 351324.667325 | 176831.704775 | 175871.874494 | 202979.091676 | 87050.209550 | 344129.353257 | 175335.009772 | 102900.456065 | 105737.932944 | 191578.956245 |
288 rows × 26354 columns
df.shape
(26354, 297)
cutoff = round(df.shape[0]*0.9)
print("cutoff:",cutoff)
cutoff: 23719
import itertools
import pandas as pd
from statsmodels.tsa.statespace.sarimax import SARIMAX
import numpy as np
import matplotlib.pyplot as plt
from sklearn.metrics import mean_squared_error
def rmse(y_true, y_pred):
return np.sqrt(mean_squared_error(y_true, y_pred))
# def format_df(df, zip_code):
# df = df[df['RegionName'] == zip_code]
# df = df.iloc[:, 9:].transpose()
# df.index = pd.to_datetime(df.index, infer_datetime_format=True)
# df = df.rename(columns={df.columns[0]: 'Zillow Home Value Index (ZHVI)'})
# df.dropna(inplace=True)
# df['financial_crisis_flag'] = 0
# df.loc['2007-08-30': '2012-01-31', 'financial_crisis_flag'] = 1
# return df
# def format_df(df, zip_code):
# if zip_code not in df['RegionName'].values:
# raise ValueError(f"Zip code {zip_code} not found in DataFrame.")
# df = df[df['RegionName'] == zip_code]
# if df.empty:
# raise ValueError(f"No data available for zip code {zip_code}.")
# df = df.iloc[:, 9:].transpose()
# if df.empty:
# raise ValueError(f"Transposed DataFrame is empty for zip code {zip_code}.")
# df.index = pd.to_datetime(df.index, infer_datetime_format=True)
# df = df.rename(columns={df.columns[0]: 'Zillow Home Value Index (ZHVI)'})
# df.dropna(inplace=True)
# df['financial_crisis_flag'] = 0
# df.loc['2007-08-30': '2012-01-31', 'financial_crisis_flag'] = 1
# return df
def format_df(df, zip_code):
if zip_code not in df['RegionName'].values:
raise ValueError(f"Zip code {zip_code} not found in DataFrame.")
df = df[df['RegionName'] == zip_code]
if df.empty:
raise ValueError(f"No data available for zip code {zip_code}.")
df = df.iloc[:, 9:].transpose()
if df.empty:
raise ValueError(f"Transposed DataFrame is empty for zip code {zip_code}.")
df.index = pd.to_datetime(df.index, infer_datetime_format=True)
df = df.rename(columns={df.columns[0]: 'Zillow Home Value Index (ZHVI)'})
df.dropna(inplace=True)
# Set financial_crisis_flag for original financial crisis period
df['financial_crisis_flag'] = 0
df.loc['2007-08-30': '2012-01-31', 'financial_crisis_flag'] = 1
# Set financial_crisis_flag for COVID lockdown period (adjust dates as needed)
covid_start, covid_end = '2020-03-01', '2021-06-30'
df.loc[covid_start: covid_end, 'financial_crisis_flag'] = 1
return df
def find_sarimax_parameters(df):
cutoff = round(df.shape[0]*0.8)
train = df['Zillow Home Value Index (ZHVI)'][:cutoff].dropna()
exog = df.dropna()['financial_crisis_flag'][:cutoff]
print("len(exog):",len(exog))
p = q = range(0, 4)
#d = range(0, 3)
d=[2]
pdq = list(itertools.product(p, d, q))
seasonal_pdq = [(x[0], x[1], x[2], 12) for x in itertools.product([0,1], [0], [0,1])]
results_dict = {}
for o in pdq:
for so in seasonal_pdq:
try:
model = SARIMAX(endog=train, exog=exog, order=o, seasonal_order=so, freq='M').fit()
results_dict[(o, so)] = model.aic
except:
continue
rdf = pd.DataFrame(results_dict.items(), columns=['Parameters', 'AIC'])
return rdf.sort_values('AIC').head(20)
def model(df, order, seasonal_order, zip_code):
try:
cutoff = round(df.shape[0]*0.8)
print("cutoff:",cutoff)
train = df['Zillow Home Value Index (ZHVI)'][:cutoff].dropna()
print("len(train):",len(train))
exog_train = df['financial_crisis_flag'][:cutoff]
print("len(exog_train):",len(exog_train))
test = df['Zillow Home Value Index (ZHVI)'][cutoff:]
print("len(test):",len(test))
exog_test = df['financial_crisis_flag'][cutoff:].values.reshape(-1, 1)
print("len(exog_test):",len(exog_test))
#Experimenting with different optimization methods (e.g., 'nm', 'bfgs', 'lbfgs', etc, and maxiter=500
model = SARIMAX(endog=train, exog=exog_train, order=order, seasonal_order=seasonal_order, freq='M', method='lbfgs', maxiter=500).fit(disp=False)
#model = SARIMAX(endog=train, exog=exog_train, order=order, seasonal_order=seasonal_order, freq='M').fit()
#y_hat_train = model.predict(start=train.index[2], typ='levels')
#y_hat_test = model.predict(start=test.index[0], end=test.index[-1], typ='levels', exog=exog_test)
# Ensure that the index you're accessing is within the range
if len(train.index) > 2 and len(test.index) > 0:
y_hat_train = model.predict(start=train.index[2], typ='levels')
y_hat_test = model.predict(start=test.index[0], end=test.index[-1], typ='levels', exog=exog_test)
else:
raise IndexError("Insufficient data points for prediction.")
print(model.summary())
print(f'Test RMSE: {rmse(test, y_hat_test)}')
print(f'Parameters Used: {order, seasonal_order}')
fig, ax = plt.subplots(figsize=(12,8))
ax.plot(train, label='train')
ax.plot(test, label='test')
ax.plot(y_hat_train, label='train prediction')
ax.plot(y_hat_test, label='test prediction')
ax.set_ylabel('Zillow Home Value Index (ZHVI)', fontsize=12)
ax.set_xlabel('Year', fontsize=12)
ax.set_title(f"ZHVI Forecasting for Zip Code {zip_code}") # Include ZIP code in title
plt.legend()
plt.show()
test_rmse = rmse(test, y_hat_test)
#forecast_steps = len(test)
#exog_forecast = np.zeros(forecast_steps).reshape(-1, 1)
# Use len(test) for forecast steps
forecast_steps = len(test)
exog_forecast_length = len(exog_test)
exog_forecast = np.zeros(forecast_steps).reshape(-1, 1)
# If exog_test has observations, use them for the initial part of the forecast
if exog_forecast_length > 0:
exog_forecast[:exog_forecast_length] = exog_test
print("len(exog_forecast) Forecast time period in months:",len(exog_forecast))
#forecast = model.forecast(steps=forecast_steps, exog=exog_forecast)
forecast = model.forecast(steps=forecast_steps, exog=exog_forecast)
# Last observed value in the TRAIN set
last_train_value = train.iloc[-1]
forecast_return = (forecast[-1] - last_train_value) / last_train_value * 100
return test_rmse, forecast_return
except (ValueError, IndexError) as e:
# Handle the error appropriately
print(f"Error processing ZIP Code {zip_code}: {e}. Skipping...")
return None, None
def select_parameters_with_lowest_order(best_params_df):
# Adding a new column for the sum of orders
best_params_df['order_sum'] = best_params_df['Parameters'].apply(lambda x: sum(x[0]) + sum(x[1]))
# Sorting first by AIC, then by order sum
sorted_params = best_params_df.sort_values(by=['AIC', 'order_sum'])
# Selecting the parameters with the lowest sum of orders
selected_params = sorted_params.iloc[0]['Parameters']
return selected_params
# def aggregate_results(zip_codes, df):
# results = []
# for zip_code in zip_codes:
# if zip_code not in df['RegionName'].values:
# print(f"Zip code {zip_code} not found in DataFrame. Skipping...")
# continue
# formatted_df = format_df(df, zip_code)
# best_params_df = find_sarimax_parameters(formatted_df)
# # Check if best_params_df is not empty before proceeding
# if best_params_df.empty:
# print(f"No suitable model parameters found for ZIP Code {zip_code}. Skipping...")
# continue
# best_order, best_seasonal_order = select_parameters_with_lowest_order(best_params_df)
# test_rmse, forecast_return = model(formatted_df, best_order, best_seasonal_order, zip_code)
# results.append({'Zip_Code': zip_code, 'Test_RMSE': test_rmse, 'Forecast_%_Appreciation': forecast_return, 'Parameters Used': best_order + best_seasonal_order})
# return pd.DataFrame(results)
def aggregate_results(zip_codes, df):
results = []
for zip_code in zip_codes:
try:
if zip_code not in df['RegionName'].values:
print(f"Zip code {zip_code} not found in DataFrame. Skipping...")
continue
formatted_df = format_df(df, zip_code)
best_params_df = find_sarimax_parameters(formatted_df)
# Check if best_params_df is not empty before proceeding
if best_params_df.empty:
print(f"No suitable model parameters found for ZIP Code {zip_code}. Skipping...")
continue
best_order, best_seasonal_order = select_parameters_with_lowest_order(best_params_df)
test_rmse, forecast_return = model(formatted_df, best_order, best_seasonal_order, zip_code)
results.append({'Zip_Code': zip_code, 'Test_RMSE': test_rmse, 'Forecast_%_Appreciation': forecast_return, 'Parameters Used': best_order + best_seasonal_order})
except Exception as e: # Catching any kind of exception
print(f"Error processing ZIP Code {zip_code}: {e}. Skipping...")
continue
return pd.DataFrame(results)
## Updated version above!
# #zip_codes = [23120, 23112, 23224, 23832, 23238]
# zip_codes = [23103, 23106]
# results_df = aggregate_results(zip_codes, df)
# print(results_df)
# print(results_df)
# df[df['State'] == 'VA']['RegionName']
# df['RegionName'][:5]
# zip_codes = df[df['State'] == 'VA']['RegionName'][:5]
# results_df = aggregate_results(zip_codes, df)
# print(results_df)
# results_df
import geopandas as gpd
import matplotlib.pyplot as plt
# Step 1: Read the shapefile
shapefile_path_bkg = 'C:\\Users\\rsingh\\OneDrive - PlanRVA\\Documents\\DataHub-Rishabh\\Default Shapefiles\\va_zipcodes\\va-Zipcodes_RTC_PlanRVA.shp' # Update with the path to your shapefile
#Planrva_file_Above
shapefile_path = 'C:\\Users\\rsingh\\OneDrive - PlanRVA\\Documents\\DataHub-Rishabh\\Default Shapefiles\\va_zipcodes\\tl_2019_us_zcta510\\tl_2019_us_zcta510.shp'
gdf = gpd.read_file(shapefile_path)
#When Planrva is the footprint
gdf_bkg = gpd.read_file(shapefile_path_bkg)
gdf.head()
| ZCTA5CE10 | GEOID10 | CLASSFP10 | MTFCC10 | FUNCSTAT10 | ALAND10 | AWATER10 | INTPTLAT10 | INTPTLON10 | geometry | |
|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 43451 | 43451 | B5 | G6350 | S | 63484186 | 157689 | +41.3183010 | -083.6174935 | POLYGON ((-83.70873 41.32733, -83.70815 41.327... |
| 1 | 43452 | 43452 | B5 | G6350 | S | 121522304 | 13721730 | +41.5157923 | -082.9809454 | POLYGON ((-83.08698 41.53780, -83.08256 41.537... |
| 2 | 43456 | 43456 | B5 | G6350 | S | 9320975 | 1003775 | +41.6318300 | -082.8393923 | MULTIPOLYGON (((-82.83558 41.71082, -82.83515 ... |
| 3 | 43457 | 43457 | B5 | G6350 | S | 48004681 | 0 | +41.2673301 | -083.4274872 | POLYGON ((-83.49650 41.25371, -83.48382 41.253... |
| 4 | 43458 | 43458 | B5 | G6350 | S | 2573816 | 39915 | +41.5304461 | -083.2133648 | POLYGON ((-83.22229 41.53102, -83.22228 41.532... |
## PlanRVA region Zipcodes
zip_codes = gdf_bkg['GEOID10'].astype(int)
zip_codes
0 23089
1 23093
2 23102
3 23103
4 23106
...
80 23038
81 23039
82 23047
83 23059
84 23060
Name: GEOID10, Length: 85, dtype: int32
# Rename 'old_column_name' to 'new_column_name'
gdf.rename(columns={'GEOID10': 'Zip_Code'}, inplace=True)
df.columns
Index(['RegionID', 'SizeRank', 'RegionName', 'RegionType', 'StateName',
'State', 'City', 'Metro', 'CountyName', '2000-01-31',
...
'2023-03-31', '2023-04-30', '2023-05-31', '2023-06-30', '2023-07-31',
'2023-08-31', '2023-09-30', '2023-10-31', '2023-11-30', '2023-12-31'],
dtype='object', length=297)
## Run model on desired df
results_df = aggregate_results(zip_codes, df)
len(exog): 230
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
cutoff: 230
len(train): 230
len(exog_train): 230
len(test): 58
len(exog_test): 58
SARIMAX Results
==========================================================================================
Dep. Variable: Zillow Home Value Index (ZHVI) No. Observations: 230
Model: SARIMAX(2, 2, 1) Log Likelihood -1765.779
Date: Sat, 27 Jan 2024 AIC 3541.559
Time: 01:35:47 BIC 3558.706
Sample: 01-31-2000 HQIC 3548.477
- 02-28-2019
Covariance Type: opg
=========================================================================================
coef std err z P>|z| [0.025 0.975]
-----------------------------------------------------------------------------------------
financial_crisis_flag 65.2649 511.953 0.127 0.899 -938.145 1068.675
ar.L1 0.5859 0.314 1.868 0.062 -0.029 1.201
ar.L2 -0.0649 0.019 -3.421 0.001 -0.102 -0.028
ma.L1 -0.5617 0.314 -1.791 0.073 -1.177 0.053
sigma2 3.009e+05 1.15e+04 26.197 0.000 2.78e+05 3.23e+05
===================================================================================
Ljung-Box (L1) (Q): 11.36 Jarque-Bera (JB): 1931.19
Prob(Q): 0.00 Prob(JB): 0.00
Heteroskedasticity (H): 0.11 Skew: -1.33
Prob(H) (two-sided): 0.00 Kurtosis: 17.01
===================================================================================
Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Test RMSE: 33254.056059205395
Parameters Used: ((2, 2, 1), (0, 0, 0, 12))
len(exog_forecast) Forecast time period in months: 58 len(exog): 144
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
cutoff: 144 len(train): 144 len(exog_train): 144 len(test): 36 len(exog_test): 36
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used. self._init_dates(dates, freq)
SARIMAX Results
==========================================================================================
Dep. Variable: Zillow Home Value Index (ZHVI) No. Observations: 144
Model: SARIMAX(2, 2, 3) Log Likelihood -1003.760
Date: Sat, 27 Jan 2024 AIC 2021.520
Time: 01:36:05 BIC 2042.210
Sample: 01-31-2009 HQIC 2029.928
- 12-31-2020
Covariance Type: opg
=========================================================================================
coef std err z P>|z| [0.025 0.975]
-----------------------------------------------------------------------------------------
financial_crisis_flag 62.9444 179.088 0.351 0.725 -288.062 413.951
ar.L1 0.9536 0.062 15.481 0.000 0.833 1.074
ar.L2 -0.9146 0.059 -15.554 0.000 -1.030 -0.799
ma.L1 -0.9254 0.083 -11.085 0.000 -1.089 -0.762
ma.L2 0.9190 0.074 12.360 0.000 0.773 1.065
ma.L3 -0.0055 0.056 -0.100 0.921 -0.114 0.103
sigma2 8.435e+04 8538.976 9.879 0.000 6.76e+04 1.01e+05
===================================================================================
Ljung-Box (L1) (Q): 4.55 Jarque-Bera (JB): 17.26
Prob(Q): 0.03 Prob(JB): 0.00
Heteroskedasticity (H): 2.59 Skew: 0.52
Prob(H) (two-sided): 0.00 Kurtosis: 4.35
===================================================================================
Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Test RMSE: 39470.57837042498
Parameters Used: ((2, 2, 3), (0, 0, 0, 12))
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used. self._init_dates(dates, freq) C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used. self._init_dates(dates, freq)
len(exog_forecast) Forecast time period in months: 36 len(exog): 144
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
cutoff: 144 len(train): 144 len(exog_train): 144 len(test): 36 len(exog_test): 36
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used. self._init_dates(dates, freq)
SARIMAX Results
==========================================================================================
Dep. Variable: Zillow Home Value Index (ZHVI) No. Observations: 144
Model: SARIMAX(2, 2, 2) Log Likelihood -1064.985
Date: Sat, 27 Jan 2024 AIC 2141.970
Time: 01:36:33 BIC 2159.705
Sample: 01-31-2009 HQIC 2149.176
- 12-31-2020
Covariance Type: opg
=========================================================================================
coef std err z P>|z| [0.025 0.975]
-----------------------------------------------------------------------------------------
financial_crisis_flag 225.1185 168.794 1.334 0.182 -105.712 555.949
ar.L1 0.6801 0.213 3.188 0.001 0.262 1.098
ar.L2 -0.7740 0.171 -4.516 0.000 -1.110 -0.438
ma.L1 -0.6488 0.218 -2.981 0.003 -1.075 -0.222
ma.L2 0.7727 0.168 4.587 0.000 0.443 1.103
sigma2 1.538e+05 1.5e+04 10.276 0.000 1.24e+05 1.83e+05
===================================================================================
Ljung-Box (L1) (Q): 17.54 Jarque-Bera (JB): 1.14
Prob(Q): 0.00 Prob(JB): 0.57
Heteroskedasticity (H): 2.92 Skew: 0.01
Prob(H) (two-sided): 0.00 Kurtosis: 3.44
===================================================================================
Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Test RMSE: 63255.21646616508
Parameters Used: ((2, 2, 2), (0, 0, 0, 12))
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used. self._init_dates(dates, freq)
len(exog_forecast) Forecast time period in months: 36 len(exog): 142
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
cutoff: 142 len(train): 142 len(exog_train): 142 len(test): 35 len(exog_test): 35 Error processing ZIP Code 23103: Provided exogenous values are not of the appropriate shape. Required (38, 1), got (35, 1).. Skipping... len(exog): 145
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
cutoff: 145
len(train): 145
len(exog_train): 145
len(test): 36
len(exog_test): 36
SARIMAX Results
==========================================================================================
Dep. Variable: Zillow Home Value Index (ZHVI) No. Observations: 145
Model: SARIMAX(3, 2, 2) Log Likelihood -1089.682
Date: Sat, 27 Jan 2024 AIC 2193.365
Time: 01:37:30 BIC 2214.105
Sample: 12-31-2008 HQIC 2201.792
- 12-31-2020
Covariance Type: opg
=========================================================================================
coef std err z P>|z| [0.025 0.975]
-----------------------------------------------------------------------------------------
financial_crisis_flag 79.4854 245.137 0.324 0.746 -400.974 559.945
ar.L1 1.0907 0.026 42.620 0.000 1.041 1.141
ar.L2 -1.0207 0.024 -43.318 0.000 -1.067 -0.975
ar.L3 0.0203 0.021 0.987 0.324 -0.020 0.061
ma.L1 -1.0663 0.043 -24.543 0.000 -1.152 -0.981
ma.L2 0.9988 0.080 12.503 0.000 0.842 1.155
sigma2 1.67e+05 0.075 2.24e+06 0.000 1.67e+05 1.67e+05
===================================================================================
Ljung-Box (L1) (Q): 11.55 Jarque-Bera (JB): 52.95
Prob(Q): 0.00 Prob(JB): 0.00
Heteroskedasticity (H): 0.51 Skew: 0.20
Prob(H) (two-sided): 0.02 Kurtosis: 5.95
===================================================================================
Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
[2] Covariance matrix is singular or near-singular, with condition number 3.96e+22. Standard errors may be unstable.
Test RMSE: 28930.36766221483
Parameters Used: ((3, 2, 2), (0, 0, 0, 12))
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
len(exog_forecast) Forecast time period in months: 36 len(exog): 212
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
cutoff: 212
len(train): 212
len(exog_train): 212
len(test): 53
len(exog_test): 53
SARIMAX Results
==========================================================================================
Dep. Variable: Zillow Home Value Index (ZHVI) No. Observations: 212
Model: SARIMAX(2, 2, 2) Log Likelihood -1548.192
Date: Sat, 27 Jan 2024 AIC 3108.384
Time: 01:37:56 BIC 3128.467
Sample: 12-31-2001 HQIC 3116.503
- 07-31-2019
Covariance Type: opg
=========================================================================================
coef std err z P>|z| [0.025 0.975]
-----------------------------------------------------------------------------------------
financial_crisis_flag 199.8067 77.217 2.588 0.010 48.464 351.150
ar.L1 0.4478 0.067 6.654 0.000 0.316 0.580
ar.L2 -0.8832 0.065 -13.660 0.000 -1.010 -0.756
ma.L1 -0.4285 0.077 -5.563 0.000 -0.579 -0.278
ma.L2 0.8457 0.075 11.333 0.000 0.699 0.992
sigma2 1.303e+05 8490.472 15.348 0.000 1.14e+05 1.47e+05
===================================================================================
Ljung-Box (L1) (Q): 4.26 Jarque-Bera (JB): 117.70
Prob(Q): 0.04 Prob(JB): 0.00
Heteroskedasticity (H): 0.72 Skew: 0.16
Prob(H) (two-sided): 0.18 Kurtosis: 6.65
===================================================================================
Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Test RMSE: 44967.4193534858
Parameters Used: ((2, 2, 2), (0, 0, 0, 12))
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used. self._init_dates(dates, freq)
len(exog_forecast) Forecast time period in months: 53 len(exog): 230
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
cutoff: 230
len(train): 230
len(exog_train): 230
len(test): 58
len(exog_test): 58
SARIMAX Results
==========================================================================================
Dep. Variable: Zillow Home Value Index (ZHVI) No. Observations: 230
Model: SARIMAX(2, 2, 2) Log Likelihood -1691.126
Date: Sat, 27 Jan 2024 AIC 3394.253
Time: 01:38:25 BIC 3414.829
Sample: 01-31-2000 HQIC 3402.555
- 02-28-2019
Covariance Type: opg
=========================================================================================
coef std err z P>|z| [0.025 0.975]
-----------------------------------------------------------------------------------------
financial_crisis_flag -154.5489 145.115 -1.065 0.287 -438.970 129.872
ar.L1 1.0733 0.009 113.938 0.000 1.055 1.092
ar.L2 -0.9955 0.009 -106.533 0.000 -1.014 -0.977
ma.L1 -1.0654 0.015 -72.723 0.000 -1.094 -1.037
ma.L2 0.9946 0.028 36.112 0.000 0.941 1.049
sigma2 1.466e+05 9533.018 15.376 0.000 1.28e+05 1.65e+05
===================================================================================
Ljung-Box (L1) (Q): 14.14 Jarque-Bera (JB): 131.70
Prob(Q): 0.00 Prob(JB): 0.00
Heteroskedasticity (H): 0.22 Skew: 0.35
Prob(H) (two-sided): 0.00 Kurtosis: 6.66
===================================================================================
Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Test RMSE: 29736.680912999862
Parameters Used: ((2, 2, 2), (0, 0, 0, 12))
len(exog_forecast) Forecast time period in months: 58 len(exog): 229
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
cutoff: 229 len(train): 229 len(exog_train): 229 len(test): 57 len(exog_test): 57
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
Error processing ZIP Code 23113: Provided exogenous values are not of the appropriate shape. Required (59, 1), got (57, 1).. Skipping... len(exog): 230 No suitable model parameters found for ZIP Code 23114. Skipping... len(exog): 230
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
cutoff: 230
len(train): 230
len(exog_train): 230
len(test): 58
len(exog_test): 58
SARIMAX Results
==========================================================================================
Dep. Variable: Zillow Home Value Index (ZHVI) No. Observations: 230
Model: SARIMAX(2, 2, 2) Log Likelihood -1744.058
Date: Sat, 27 Jan 2024 AIC 3500.117
Time: 01:39:19 BIC 3520.693
Sample: 01-31-2000 HQIC 3508.419
- 02-28-2019
Covariance Type: opg
=========================================================================================
coef std err z P>|z| [0.025 0.975]
-----------------------------------------------------------------------------------------
financial_crisis_flag 186.6021 93.237 2.001 0.045 3.861 369.343
ar.L1 0.5168 0.011 45.191 0.000 0.494 0.539
ar.L2 -0.9968 0.010 -99.709 0.000 -1.016 -0.977
ma.L1 -0.5220 0.017 -29.915 0.000 -0.556 -0.488
ma.L2 0.9956 0.024 41.810 0.000 0.949 1.042
sigma2 2.291e+05 1.42e+04 16.183 0.000 2.01e+05 2.57e+05
===================================================================================
Ljung-Box (L1) (Q): 14.06 Jarque-Bera (JB): 117.62
Prob(Q): 0.00 Prob(JB): 0.00
Heteroskedasticity (H): 0.91 Skew: 0.28
Prob(H) (two-sided): 0.67 Kurtosis: 6.47
===================================================================================
Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
[2] Covariance matrix is singular or near-singular, with condition number 9.27e+14. Standard errors may be unstable.
Test RMSE: 47943.43843315045
Parameters Used: ((2, 2, 2), (0, 0, 0, 12))
len(exog_forecast) Forecast time period in months: 58 len(exog): 211
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
cutoff: 211 len(train): 211 len(exog_train): 211 len(test): 53 len(exog_test): 53 Error processing ZIP Code 23117: Provided exogenous values are not of the appropriate shape. Required (55, 1), got (53, 1).. Skipping... len(exog): 230
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
cutoff: 230
len(train): 230
len(exog_train): 230
len(test): 57
len(exog_test): 57
SARIMAX Results
==========================================================================================
Dep. Variable: Zillow Home Value Index (ZHVI) No. Observations: 230
Model: SARIMAX(2, 2, 2) Log Likelihood -1872.245
Date: Sat, 27 Jan 2024 AIC 3756.490
Time: 01:40:02 BIC 3777.066
Sample: 02-29-2000 HQIC 3764.791
- 03-31-2019
Covariance Type: opg
=========================================================================================
coef std err z P>|z| [0.025 0.975]
-----------------------------------------------------------------------------------------
financial_crisis_flag -85.4367 3352.484 -0.025 0.980 -6656.184 6485.311
ar.L1 0.7330 0.012 60.107 0.000 0.709 0.757
ar.L2 -0.9658 0.014 -69.628 0.000 -0.993 -0.939
ma.L1 -0.7213 0.013 -57.248 0.000 -0.746 -0.697
ma.L2 0.9712 0.013 73.263 0.000 0.945 0.997
sigma2 7.328e+05 4.16e+04 17.626 0.000 6.51e+05 8.14e+05
===================================================================================
Ljung-Box (L1) (Q): 12.12 Jarque-Bera (JB): 179.77
Prob(Q): 0.00 Prob(JB): 0.00
Heteroskedasticity (H): 0.20 Skew: 0.38
Prob(H) (two-sided): 0.00 Kurtosis: 7.28
===================================================================================
Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Test RMSE: 21834.006062146007
Parameters Used: ((2, 2, 2), (0, 0, 0, 12))
len(exog_forecast) Forecast time period in months: 57 len(exog): 146
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
cutoff: 146
len(train): 146
len(exog_train): 146
len(test): 36
len(exog_test): 36
SARIMAX Results
==========================================================================================
Dep. Variable: Zillow Home Value Index (ZHVI) No. Observations: 146
Model: SARIMAX(2, 2, 0) Log Likelihood -1029.552
Date: Sat, 27 Jan 2024 AIC 2067.104
Time: 01:40:24 BIC 2078.983
Sample: 11-30-2008 HQIC 2071.931
- 12-31-2020
Covariance Type: opg
=========================================================================================
coef std err z P>|z| [0.025 0.975]
-----------------------------------------------------------------------------------------
financial_crisis_flag 133.3627 168.292 0.792 0.428 -196.483 463.208
ar.L1 0.0232 0.017 1.405 0.160 -0.009 0.056
ar.L2 0.0407 0.033 1.240 0.215 -0.024 0.105
sigma2 9.261e+04 1.08e+04 8.611 0.000 7.15e+04 1.14e+05
===================================================================================
Ljung-Box (L1) (Q): 24.10 Jarque-Bera (JB): 3.71
Prob(Q): 0.00 Prob(JB): 0.16
Heteroskedasticity (H): 1.14 Skew: 0.39
Prob(H) (two-sided): 0.66 Kurtosis: 3.10
===================================================================================
Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Test RMSE: 42688.16352510824
Parameters Used: ((2, 2, 0), (0, 0, 0, 12))
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
len(exog_forecast) Forecast time period in months: 36 len(exog): 75
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
cutoff: 75 len(train): 75 len(exog_train): 75 len(test): 19 len(exog_test): 19 Error processing ZIP Code 23129: Provided exogenous values are not of the appropriate shape. Required (21, 1), got (19, 1).. Skipping... len(exog): 157
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
cutoff: 157
len(train): 157
len(exog_train): 157
len(test): 39
len(exog_test): 39
SARIMAX Results
============================================================================================
Dep. Variable: Zillow Home Value Index (ZHVI) No. Observations: 157
Model: SARIMAX(3, 2, 2)x(1, 0, [1], 12) Log Likelihood -1134.817
Date: Sat, 27 Jan 2024 AIC 2287.635
Time: 01:41:08 BIC 2315.025
Sample: 09-30-2007 HQIC 2298.760
- 09-30-2020
Covariance Type: opg
=========================================================================================
coef std err z P>|z| [0.025 0.975]
-----------------------------------------------------------------------------------------
financial_crisis_flag 40.0538 536.240 0.075 0.940 -1010.957 1091.064
ar.L1 1.7656 0.018 95.988 0.000 1.730 1.802
ar.L2 -1.0268 0.024 -42.803 0.000 -1.074 -0.980
ar.L3 0.0211 0.013 1.672 0.095 -0.004 0.046
ma.L1 -1.7498 0.019 -91.255 0.000 -1.787 -1.712
ma.L2 0.9902 0.017 57.463 0.000 0.956 1.024
ar.S.L12 0.7789 0.366 2.127 0.033 0.061 1.497
ma.S.L12 -0.7937 0.357 -2.221 0.026 -1.494 -0.093
sigma2 1.351e+05 0.264 5.11e+05 0.000 1.35e+05 1.35e+05
===================================================================================
Ljung-Box (L1) (Q): 27.66 Jarque-Bera (JB): 2.66
Prob(Q): 0.00 Prob(JB): 0.26
Heteroskedasticity (H): 2.18 Skew: -0.01
Prob(H) (two-sided): 0.01 Kurtosis: 3.64
===================================================================================
Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
[2] Covariance matrix is singular or near-singular, with condition number 1.84e+22. Standard errors may be unstable.
Test RMSE: 37674.07472813267
Parameters Used: ((3, 2, 2), (1, 0, 1, 12))
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used. self._init_dates(dates, freq) C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used. self._init_dates(dates, freq)
len(exog_forecast) Forecast time period in months: 39 len(exog): 146
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
cutoff: 146
len(train): 146
len(exog_train): 146
len(test): 36
len(exog_test): 36
SARIMAX Results
==========================================================================================
Dep. Variable: Zillow Home Value Index (ZHVI) No. Observations: 146
Model: SARIMAX(2, 2, 0) Log Likelihood -1055.530
Date: Sat, 27 Jan 2024 AIC 2119.060
Time: 01:41:30 BIC 2130.939
Sample: 11-30-2008 HQIC 2123.887
- 12-31-2020
Covariance Type: opg
=========================================================================================
coef std err z P>|z| [0.025 0.975]
-----------------------------------------------------------------------------------------
financial_crisis_flag 149.1437 270.322 0.552 0.581 -380.678 678.965
ar.L1 0.0413 0.017 2.436 0.015 0.008 0.075
ar.L2 0.0340 0.064 0.533 0.594 -0.091 0.159
sigma2 1.157e+05 1.12e+04 10.342 0.000 9.37e+04 1.38e+05
===================================================================================
Ljung-Box (L1) (Q): 18.71 Jarque-Bera (JB): 1.46
Prob(Q): 0.00 Prob(JB): 0.48
Heteroskedasticity (H): 1.27 Skew: 0.20
Prob(H) (two-sided): 0.41 Kurtosis: 3.30
===================================================================================
Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Test RMSE: 39105.53666320717
Parameters Used: ((2, 2, 0), (0, 0, 0, 12))
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used. self._init_dates(dates, freq) C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used. self._init_dates(dates, freq)
len(exog_forecast) Forecast time period in months: 36 len(exog): 146
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
cutoff: 146
len(train): 146
len(exog_train): 146
len(test): 36
len(exog_test): 36
SARIMAX Results
==========================================================================================
Dep. Variable: Zillow Home Value Index (ZHVI) No. Observations: 146
Model: SARIMAX(0, 2, 2) Log Likelihood -1027.466
Date: Sat, 27 Jan 2024 AIC 2062.931
Time: 01:41:54 BIC 2074.811
Sample: 11-30-2008 HQIC 2067.758
- 12-31-2020
Covariance Type: opg
=========================================================================================
coef std err z P>|z| [0.025 0.975]
-----------------------------------------------------------------------------------------
financial_crisis_flag 163.9680 219.550 0.747 0.455 -266.342 594.278
ma.L1 0.0253 0.018 1.415 0.157 -0.010 0.060
ma.L2 0.0351 0.047 0.743 0.458 -0.058 0.128
sigma2 9.04e+04 1.02e+04 8.847 0.000 7.04e+04 1.1e+05
===================================================================================
Ljung-Box (L1) (Q): 20.09 Jarque-Bera (JB): 1.48
Prob(Q): 0.00 Prob(JB): 0.48
Heteroskedasticity (H): 1.80 Skew: 0.21
Prob(H) (two-sided): 0.04 Kurtosis: 3.27
===================================================================================
Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Test RMSE: 29592.794490436383
Parameters Used: ((0, 2, 2), (0, 0, 0, 12))
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
len(exog_forecast) Forecast time period in months: 36 len(exog): 230
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
cutoff: 230 len(train): 230 len(exog_train): 230 len(test): 57 len(exog_test): 57
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used. self._init_dates(dates, freq)
SARIMAX Results
==========================================================================================
Dep. Variable: Zillow Home Value Index (ZHVI) No. Observations: 230
Model: SARIMAX(2, 2, 2) Log Likelihood -1833.471
Date: Sat, 27 Jan 2024 AIC 3678.941
Time: 01:42:29 BIC 3699.518
Sample: 02-29-2000 HQIC 3687.243
- 03-31-2019
Covariance Type: opg
=========================================================================================
coef std err z P>|z| [0.025 0.975]
-----------------------------------------------------------------------------------------
financial_crisis_flag 212.0355 155.190 1.366 0.172 -92.132 516.203
ar.L1 0.5916 0.010 58.139 0.000 0.572 0.612
ar.L2 -0.9862 0.009 -106.713 0.000 -1.004 -0.968
ma.L1 -0.5894 0.014 -41.849 0.000 -0.617 -0.562
ma.L2 0.9766 0.012 79.691 0.000 0.953 1.001
sigma2 4.162e+05 2.54e+04 16.404 0.000 3.67e+05 4.66e+05
===================================================================================
Ljung-Box (L1) (Q): 13.76 Jarque-Bera (JB): 8.67
Prob(Q): 0.00 Prob(JB): 0.01
Heteroskedasticity (H): 0.37 Skew: 0.04
Prob(H) (two-sided): 0.00 Kurtosis: 3.95
===================================================================================
Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Test RMSE: 25424.171138904305
Parameters Used: ((2, 2, 2), (0, 0, 0, 12))
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used. self._init_dates(dates, freq) C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used. self._init_dates(dates, freq)
len(exog_forecast) Forecast time period in months: 57 len(exog): 230
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
cutoff: 230
len(train): 230
len(exog_train): 230
len(test): 58
len(exog_test): 58
SARIMAX Results
==========================================================================================
Dep. Variable: Zillow Home Value Index (ZHVI) No. Observations: 230
Model: SARIMAX(0, 2, 3) Log Likelihood -1604.073
Date: Sat, 27 Jan 2024 AIC 3218.145
Time: 01:42:53 BIC 3235.292
Sample: 01-31-2000 HQIC 3225.063
- 02-28-2019
Covariance Type: opg
=========================================================================================
coef std err z P>|z| [0.025 0.975]
-----------------------------------------------------------------------------------------
financial_crisis_flag -39.0368 72.267 -0.540 0.589 -180.678 102.604
ma.L1 0.0494 0.039 1.266 0.205 -0.027 0.126
ma.L2 -0.0425 0.048 -0.877 0.380 -0.138 0.052
ma.L3 -0.1424 0.014 -9.839 0.000 -0.171 -0.114
sigma2 6.897e+04 5239.010 13.165 0.000 5.87e+04 7.92e+04
===================================================================================
Ljung-Box (L1) (Q): 0.52 Jarque-Bera (JB): 17.87
Prob(Q): 0.47 Prob(JB): 0.00
Heteroskedasticity (H): 0.54 Skew: -0.26
Prob(H) (two-sided): 0.01 Kurtosis: 4.27
===================================================================================
Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Test RMSE: 33610.62790073567
Parameters Used: ((0, 2, 3), (0, 0, 0, 12))
len(exog_forecast) Forecast time period in months: 58 len(exog): 144
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
cutoff: 144
len(train): 144
len(exog_train): 144
len(test): 36
len(exog_test): 36
SARIMAX Results
==========================================================================================
Dep. Variable: Zillow Home Value Index (ZHVI) No. Observations: 144
Model: SARIMAX(0, 2, 1)x(1, 0, 1, 12) Log Likelihood -1072.449
Date: Sat, 27 Jan 2024 AIC 2154.898
Time: 01:43:17 BIC 2169.677
Sample: 01-31-2009 HQIC 2160.903
- 12-31-2020
Covariance Type: opg
=========================================================================================
coef std err z P>|z| [0.025 0.975]
-----------------------------------------------------------------------------------------
financial_crisis_flag 367.3267 327.475 1.122 0.262 -274.512 1009.166
ma.L1 0.0246 0.022 1.121 0.262 -0.018 0.067
ar.S.L12 0.8624 0.174 4.965 0.000 0.522 1.203
ma.S.L12 -0.8753 0.164 -5.341 0.000 -1.197 -0.554
sigma2 2.089e+05 2.63e+04 7.941 0.000 1.57e+05 2.61e+05
===================================================================================
Ljung-Box (L1) (Q): 14.41 Jarque-Bera (JB): 0.14
Prob(Q): 0.00 Prob(JB): 0.93
Heteroskedasticity (H): 2.24 Skew: 0.07
Prob(H) (two-sided): 0.01 Kurtosis: 2.92
===================================================================================
Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Test RMSE: 91127.72516365987
Parameters Used: ((0, 2, 1), (1, 0, 1, 12))
len(exog_forecast) Forecast time period in months: 36 Zip code 23160 not found in DataFrame. Skipping... Zip code 23173 not found in DataFrame. Skipping... len(exog): 145
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
cutoff: 145
len(train): 145
len(exog_train): 145
len(test): 36
len(exog_test): 36
SARIMAX Results
==========================================================================================
Dep. Variable: Zillow Home Value Index (ZHVI) No. Observations: 145
Model: SARIMAX(2, 2, 2) Log Likelihood -1006.726
Date: Sat, 27 Jan 2024 AIC 2025.452
Time: 01:43:42 BIC 2043.229
Sample: 12-31-2008 HQIC 2032.676
- 12-31-2020
Covariance Type: opg
=========================================================================================
coef std err z P>|z| [0.025 0.975]
-----------------------------------------------------------------------------------------
financial_crisis_flag -5.9134 193.315 -0.031 0.976 -384.804 372.977
ar.L1 1.0555 0.009 116.504 0.000 1.038 1.073
ar.L2 -0.9933 0.010 -103.331 0.000 -1.012 -0.974
ma.L1 -1.0431 0.017 -61.476 0.000 -1.076 -1.010
ma.L2 0.9932 0.027 37.250 0.000 0.941 1.045
sigma2 7.409e+04 9532.748 7.772 0.000 5.54e+04 9.28e+04
===================================================================================
Ljung-Box (L1) (Q): 12.68 Jarque-Bera (JB): 14.71
Prob(Q): 0.00 Prob(JB): 0.00
Heteroskedasticity (H): 1.14 Skew: -0.30
Prob(H) (two-sided): 0.65 Kurtosis: 4.45
===================================================================================
Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Test RMSE: 19091.18116014279
Parameters Used: ((2, 2, 2), (0, 0, 0, 12))
len(exog_forecast) Forecast time period in months: 36 len(exog): 230
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
cutoff: 230 len(train): 230 len(exog_train): 230 len(test): 58 len(exog_test): 58
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used. self._init_dates(dates, freq)
SARIMAX Results
==========================================================================================
Dep. Variable: Zillow Home Value Index (ZHVI) No. Observations: 230
Model: SARIMAX(2, 2, 2) Log Likelihood -1709.592
Date: Sat, 27 Jan 2024 AIC 3431.184
Time: 01:44:12 BIC 3451.760
Sample: 01-31-2000 HQIC 3439.486
- 02-28-2019
Covariance Type: opg
=========================================================================================
coef std err z P>|z| [0.025 0.975]
-----------------------------------------------------------------------------------------
financial_crisis_flag -523.0353 273.319 -1.914 0.056 -1058.731 12.661
ar.L1 1.0917 0.010 112.901 0.000 1.073 1.111
ar.L2 -0.9868 0.010 -99.647 0.000 -1.006 -0.967
ma.L1 -1.0810 0.015 -74.233 0.000 -1.110 -1.052
ma.L2 0.9757 0.015 63.061 0.000 0.945 1.006
sigma2 1.844e+05 1.13e+04 16.390 0.000 1.62e+05 2.06e+05
===================================================================================
Ljung-Box (L1) (Q): 13.55 Jarque-Bera (JB): 85.84
Prob(Q): 0.00 Prob(JB): 0.00
Heteroskedasticity (H): 0.29 Skew: 0.03
Prob(H) (two-sided): 0.00 Kurtosis: 6.01
===================================================================================
Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Test RMSE: 57824.348655149006
Parameters Used: ((2, 2, 2), (0, 0, 0, 12))
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used. self._init_dates(dates, freq) C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used. self._init_dates(dates, freq)
len(exog_forecast) Forecast time period in months: 58 len(exog): 115
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
cutoff: 115
len(train): 115
len(exog_train): 115
len(test): 29
len(exog_test): 29
SARIMAX Results
==========================================================================================
Dep. Variable: Zillow Home Value Index (ZHVI) No. Observations: 115
Model: SARIMAX(2, 2, 2) Log Likelihood -865.731
Date: Sat, 27 Jan 2024 AIC 1743.461
Time: 01:44:38 BIC 1759.826
Sample: 01-31-2012 HQIC 1750.102
- 07-31-2021
Covariance Type: opg
=========================================================================================
coef std err z P>|z| [0.025 0.975]
-----------------------------------------------------------------------------------------
financial_crisis_flag 674.7112 222.246 3.036 0.002 239.117 1110.306
ar.L1 -1.8108 0.027 -67.831 0.000 -1.863 -1.759
ar.L2 -0.8965 0.025 -35.796 0.000 -0.946 -0.847
ma.L1 1.8753 0.037 50.574 0.000 1.803 1.948
ma.L2 0.9803 0.038 25.665 0.000 0.905 1.055
sigma2 2.587e+05 0.374 6.91e+05 0.000 2.59e+05 2.59e+05
===================================================================================
Ljung-Box (L1) (Q): 6.82 Jarque-Bera (JB): 2.77
Prob(Q): 0.01 Prob(JB): 0.25
Heteroskedasticity (H): 0.65 Skew: 0.05
Prob(H) (two-sided): 0.18 Kurtosis: 3.76
===================================================================================
Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
[2] Covariance matrix is singular or near-singular, with condition number 1.27e+23. Standard errors may be unstable.
Test RMSE: 5529.342245454633
Parameters Used: ((2, 2, 2), (0, 0, 0, 12))
len(exog_forecast) Forecast time period in months: 29 len(exog): 115
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
cutoff: 115
len(train): 115
len(exog_train): 115
len(test): 29
len(exog_test): 29
SARIMAX Results
==========================================================================================
Dep. Variable: Zillow Home Value Index (ZHVI) No. Observations: 115
Model: SARIMAX(2, 2, 3) Log Likelihood -824.936
Date: Sat, 27 Jan 2024 AIC 1663.871
Time: 01:44:59 BIC 1682.963
Sample: 01-31-2012 HQIC 1671.619
- 07-31-2021
Covariance Type: opg
=========================================================================================
coef std err z P>|z| [0.025 0.975]
-----------------------------------------------------------------------------------------
financial_crisis_flag 452.3290 107.476 4.209 0.000 241.680 662.978
ar.L1 0.3452 0.064 5.394 0.000 0.220 0.471
ar.L2 -0.9001 0.087 -10.358 0.000 -1.070 -0.730
ma.L1 -0.3405 0.079 -4.320 0.000 -0.495 -0.186
ma.L2 0.8977 0.094 9.516 0.000 0.713 1.083
ma.L3 -0.0303 0.045 -0.667 0.505 -0.119 0.059
sigma2 1.284e+05 1.56e+04 8.209 0.000 9.78e+04 1.59e+05
===================================================================================
Ljung-Box (L1) (Q): 3.00 Jarque-Bera (JB): 4.40
Prob(Q): 0.08 Prob(JB): 0.11
Heteroskedasticity (H): 3.49 Skew: 0.22
Prob(H) (two-sided): 0.00 Kurtosis: 3.86
===================================================================================
Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Test RMSE: 7112.799389424293
Parameters Used: ((2, 2, 3), (0, 0, 0, 12))
len(exog_forecast) Forecast time period in months: 29 len(exog): 230
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
cutoff: 230
len(train): 230
len(exog_train): 230
len(test): 58
len(exog_test): 58
SARIMAX Results
==========================================================================================
Dep. Variable: Zillow Home Value Index (ZHVI) No. Observations: 230
Model: SARIMAX(0, 2, 3) Log Likelihood -1596.301
Date: Sat, 27 Jan 2024 AIC 3202.601
Time: 01:45:27 BIC 3219.748
Sample: 01-31-2000 HQIC 3209.519
- 02-28-2019
Covariance Type: opg
=========================================================================================
coef std err z P>|z| [0.025 0.975]
-----------------------------------------------------------------------------------------
financial_crisis_flag -31.0647 68.351 -0.454 0.649 -165.030 102.900
ma.L1 0.1684 0.023 7.185 0.000 0.122 0.214
ma.L2 -0.0405 0.047 -0.859 0.390 -0.133 0.052
ma.L3 -0.1774 0.019 -9.337 0.000 -0.215 -0.140
sigma2 5.805e+04 4435.900 13.087 0.000 4.94e+04 6.67e+04
===================================================================================
Ljung-Box (L1) (Q): 5.53 Jarque-Bera (JB): 92.06
Prob(Q): 0.02 Prob(JB): 0.00
Heteroskedasticity (H): 0.41 Skew: -0.72
Prob(H) (two-sided): 0.00 Kurtosis: 5.76
===================================================================================
Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Test RMSE: 25110.122768031284
Parameters Used: ((0, 2, 3), (0, 0, 0, 12))
len(exog_forecast) Forecast time period in months: 58 len(exog): 230
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
cutoff: 230
len(train): 230
len(exog_train): 230
len(test): 58
len(exog_test): 58
SARIMAX Results
==========================================================================================
Dep. Variable: Zillow Home Value Index (ZHVI) No. Observations: 230
Model: SARIMAX(1, 2, 3) Log Likelihood -1616.627
Date: Sat, 27 Jan 2024 AIC 3245.254
Time: 01:45:52 BIC 3265.830
Sample: 01-31-2000 HQIC 3253.556
- 02-28-2019
Covariance Type: opg
=========================================================================================
coef std err z P>|z| [0.025 0.975]
-----------------------------------------------------------------------------------------
financial_crisis_flag 117.3738 92.246 1.272 0.203 -63.426 298.173
ar.L1 0.4009 0.077 5.207 0.000 0.250 0.552
ma.L1 -0.0191 0.088 -0.217 0.828 -0.192 0.154
ma.L2 0.0316 0.050 0.635 0.526 -0.066 0.129
ma.L3 -0.4499 0.026 -17.130 0.000 -0.501 -0.398
sigma2 5.343e+04 4720.714 11.319 0.000 4.42e+04 6.27e+04
===================================================================================
Ljung-Box (L1) (Q): 4.13 Jarque-Bera (JB): 49.64
Prob(Q): 0.04 Prob(JB): 0.00
Heteroskedasticity (H): 0.89 Skew: -0.05
Prob(H) (two-sided): 0.62 Kurtosis: 5.28
===================================================================================
Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Test RMSE: 18024.145008178763
Parameters Used: ((1, 2, 3), (0, 0, 0, 12))
len(exog_forecast) Forecast time period in months: 58 len(exog): 230
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
cutoff: 230
len(train): 230
len(exog_train): 230
len(test): 58
len(exog_test): 58
SARIMAX Results
============================================================================================
Dep. Variable: Zillow Home Value Index (ZHVI) No. Observations: 230
Model: SARIMAX(0, 2, 3)x(1, 0, [1], 12) Log Likelihood -1655.443
Date: Sat, 27 Jan 2024 AIC 3324.885
Time: 01:46:20 BIC 3348.891
Sample: 01-31-2000 HQIC 3334.571
- 02-28-2019
Covariance Type: opg
=========================================================================================
coef std err z P>|z| [0.025 0.975]
-----------------------------------------------------------------------------------------
financial_crisis_flag -39.5047 129.396 -0.305 0.760 -293.117 214.107
ma.L1 0.0824 0.016 5.055 0.000 0.050 0.114
ma.L2 -0.0160 0.041 -0.388 0.698 -0.097 0.065
ma.L3 -0.0820 0.016 -5.291 0.000 -0.112 -0.052
ar.S.L12 -0.9451 0.021 -44.206 0.000 -0.987 -0.903
ma.S.L12 0.9998 0.069 14.576 0.000 0.865 1.134
sigma2 1.07e+05 0.005 1.96e+07 0.000 1.07e+05 1.07e+05
===================================================================================
Ljung-Box (L1) (Q): 13.96 Jarque-Bera (JB): 34.31
Prob(Q): 0.00 Prob(JB): 0.00
Heteroskedasticity (H): 1.95 Skew: 0.35
Prob(H) (two-sided): 0.00 Kurtosis: 4.77
===================================================================================
Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
[2] Covariance matrix is singular or near-singular, with condition number 2.4e+25. Standard errors may be unstable.
Test RMSE: 25460.337724734865
Parameters Used: ((0, 2, 3), (1, 0, 1, 12))
len(exog_forecast) Forecast time period in months: 58 len(exog): 230
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
cutoff: 230
len(train): 230
len(exog_train): 230
len(test): 58
len(exog_test): 58
SARIMAX Results
===========================================================================================
Dep. Variable: Zillow Home Value Index (ZHVI) No. Observations: 230
Model: SARIMAX(2, 2, 2)x(1, 0, [], 12) Log Likelihood -1718.221
Date: Sat, 27 Jan 2024 AIC 3450.442
Time: 01:46:46 BIC 3474.448
Sample: 01-31-2000 HQIC 3460.128
- 02-28-2019
Covariance Type: opg
=========================================================================================
coef std err z P>|z| [0.025 0.975]
-----------------------------------------------------------------------------------------
financial_crisis_flag -16.7100 121.300 -0.138 0.890 -254.453 221.033
ar.L1 1.0947 0.173 6.331 0.000 0.756 1.434
ar.L2 -0.7839 0.169 -4.652 0.000 -1.114 -0.454
ma.L1 -1.0725 0.181 -5.920 0.000 -1.428 -0.717
ma.L2 0.7425 0.177 4.200 0.000 0.396 1.089
ar.S.L12 0.0221 0.049 0.448 0.654 -0.075 0.119
sigma2 1.984e+05 1.63e+04 12.172 0.000 1.66e+05 2.3e+05
===================================================================================
Ljung-Box (L1) (Q): 22.99 Jarque-Bera (JB): 10.22
Prob(Q): 0.00 Prob(JB): 0.01
Heteroskedasticity (H): 2.08 Skew: 0.30
Prob(H) (two-sided): 0.00 Kurtosis: 3.84
===================================================================================
Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Test RMSE: 18668.54109035659
Parameters Used: ((2, 2, 2), (1, 0, 0, 12))
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used. self._init_dates(dates, freq)
len(exog_forecast) Forecast time period in months: 58 len(exog): 230
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
cutoff: 230
len(train): 230
len(exog_train): 230
len(test): 58
len(exog_test): 58
SARIMAX Results
==========================================================================================
Dep. Variable: Zillow Home Value Index (ZHVI) No. Observations: 230
Model: SARIMAX(0, 2, 3) Log Likelihood -1636.154
Date: Sat, 27 Jan 2024 AIC 3282.309
Time: 01:47:14 BIC 3299.456
Sample: 01-31-2000 HQIC 3289.227
- 02-28-2019
Covariance Type: opg
=========================================================================================
coef std err z P>|z| [0.025 0.975]
-----------------------------------------------------------------------------------------
financial_crisis_flag -30.5474 54.904 -0.556 0.578 -138.156 77.062
ma.L1 0.0465 0.017 2.662 0.008 0.012 0.081
ma.L2 -0.0451 0.051 -0.879 0.379 -0.146 0.055
ma.L3 -0.0993 0.013 -7.497 0.000 -0.125 -0.073
sigma2 9.155e+04 6972.085 13.131 0.000 7.79e+04 1.05e+05
===================================================================================
Ljung-Box (L1) (Q): 12.66 Jarque-Bera (JB): 12.47
Prob(Q): 0.00 Prob(JB): 0.00
Heteroskedasticity (H): 0.92 Skew: 0.19
Prob(H) (two-sided): 0.72 Kurtosis: 4.08
===================================================================================
Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Test RMSE: 29763.17510465127
Parameters Used: ((0, 2, 3), (0, 0, 0, 12))
len(exog_forecast) Forecast time period in months: 58 len(exog): 230
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
cutoff: 230
len(train): 230
len(exog_train): 230
len(test): 58
len(exog_test): 58
SARIMAX Results
==========================================================================================
Dep. Variable: Zillow Home Value Index (ZHVI) No. Observations: 230
Model: SARIMAX(0, 2, 3) Log Likelihood -1664.323
Date: Sat, 27 Jan 2024 AIC 3338.647
Time: 01:47:41 BIC 3355.793
Sample: 01-31-2000 HQIC 3345.565
- 02-28-2019
Covariance Type: opg
=========================================================================================
coef std err z P>|z| [0.025 0.975]
-----------------------------------------------------------------------------------------
financial_crisis_flag -103.0634 103.453 -0.996 0.319 -305.827 99.701
ma.L1 0.0820 0.022 3.743 0.000 0.039 0.125
ma.L2 0.0006 0.040 0.015 0.988 -0.077 0.078
ma.L3 -0.1255 0.014 -8.932 0.000 -0.153 -0.098
sigma2 1.158e+05 5935.593 19.517 0.000 1.04e+05 1.27e+05
===================================================================================
Ljung-Box (L1) (Q): 4.39 Jarque-Bera (JB): 287.52
Prob(Q): 0.04 Prob(JB): 0.00
Heteroskedasticity (H): 1.01 Skew: 0.55
Prob(H) (two-sided): 0.95 Kurtosis: 8.39
===================================================================================
Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Test RMSE: 17958.11242591756
Parameters Used: ((0, 2, 3), (0, 0, 0, 12))
len(exog_forecast) Forecast time period in months: 58 len(exog): 227 No suitable model parameters found for ZIP Code 23229. Skipping... len(exog): 230
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
cutoff: 230
len(train): 230
len(exog_train): 230
len(test): 58
len(exog_test): 58
SARIMAX Results
==========================================================================================
Dep. Variable: Zillow Home Value Index (ZHVI) No. Observations: 230
Model: SARIMAX(0, 2, 3) Log Likelihood -1661.882
Date: Sat, 27 Jan 2024 AIC 3333.764
Time: 01:48:08 BIC 3350.911
Sample: 01-31-2000 HQIC 3340.682
- 02-28-2019
Covariance Type: opg
=========================================================================================
coef std err z P>|z| [0.025 0.975]
-----------------------------------------------------------------------------------------
financial_crisis_flag -34.3886 98.839 -0.348 0.728 -228.109 159.332
ma.L1 0.0528 0.019 2.788 0.005 0.016 0.090
ma.L2 -0.0203 0.053 -0.386 0.700 -0.123 0.083
ma.L3 -0.1016 0.012 -8.182 0.000 -0.126 -0.077
sigma2 1.145e+05 7754.888 14.771 0.000 9.94e+04 1.3e+05
===================================================================================
Ljung-Box (L1) (Q): 10.98 Jarque-Bera (JB): 38.54
Prob(Q): 0.00 Prob(JB): 0.00
Heteroskedasticity (H): 1.26 Skew: 0.27
Prob(H) (two-sided): 0.32 Kurtosis: 4.94
===================================================================================
Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Test RMSE: 21169.47175267092
Parameters Used: ((0, 2, 3), (0, 0, 0, 12))
len(exog_forecast) Forecast time period in months: 58 len(exog): 230
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
cutoff: 230
len(train): 230
len(exog_train): 230
len(test): 58
len(exog_test): 58
SARIMAX Results
==========================================================================================
Dep. Variable: Zillow Home Value Index (ZHVI) No. Observations: 230
Model: SARIMAX(3, 2, 2) Log Likelihood -1734.319
Date: Sat, 27 Jan 2024 AIC 3482.639
Time: 01:48:35 BIC 3506.644
Sample: 01-31-2000 HQIC 3492.324
- 02-28-2019
Covariance Type: opg
=========================================================================================
coef std err z P>|z| [0.025 0.975]
-----------------------------------------------------------------------------------------
financial_crisis_flag -9.0576 136.110 -0.067 0.947 -275.828 257.713
ar.L1 -0.1362 0.182 -0.749 0.454 -0.493 0.220
ar.L2 0.4509 0.173 2.610 0.009 0.112 0.790
ar.L3 -0.1597 0.021 -7.556 0.000 -0.201 -0.118
ma.L1 0.1935 0.189 1.023 0.306 -0.177 0.564
ma.L2 -0.5210 0.176 -2.959 0.003 -0.866 -0.176
sigma2 2.044e+05 7777.614 26.282 0.000 1.89e+05 2.2e+05
===================================================================================
Ljung-Box (L1) (Q): 20.81 Jarque-Bera (JB): 2591.52
Prob(Q): 0.00 Prob(JB): 0.00
Heteroskedasticity (H): 0.52 Skew: -1.01
Prob(H) (two-sided): 0.00 Kurtosis: 19.39
===================================================================================
Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Test RMSE: 31375.703208282517
Parameters Used: ((3, 2, 2), (0, 0, 0, 12))
len(exog_forecast) Forecast time period in months: 58 len(exog): 228 No suitable model parameters found for ZIP Code 23233. Skipping... len(exog): 230
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
cutoff: 230 len(train): 230 len(exog_train): 230 len(test): 58 len(exog_test): 58
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used. self._init_dates(dates, freq)
SARIMAX Results
==========================================================================================
Dep. Variable: Zillow Home Value Index (ZHVI) No. Observations: 230
Model: SARIMAX(0, 2, 3) Log Likelihood -1558.914
Date: Sat, 27 Jan 2024 AIC 3127.829
Time: 01:48:57 BIC 3144.975
Sample: 01-31-2000 HQIC 3134.747
- 02-28-2019
Covariance Type: opg
=========================================================================================
coef std err z P>|z| [0.025 0.975]
-----------------------------------------------------------------------------------------
financial_crisis_flag -90.1847 71.487 -1.262 0.207 -230.296 49.927
ma.L1 0.2418 0.019 12.801 0.000 0.205 0.279
ma.L2 0.0532 0.032 1.660 0.097 -0.010 0.116
ma.L3 -0.2676 0.024 -11.284 0.000 -0.314 -0.221
sigma2 3.812e+04 2524.872 15.098 0.000 3.32e+04 4.31e+04
===================================================================================
Ljung-Box (L1) (Q): 7.49 Jarque-Bera (JB): 44.15
Prob(Q): 0.01 Prob(JB): 0.00
Heteroskedasticity (H): 0.32 Skew: -0.00
Prob(H) (two-sided): 0.00 Kurtosis: 5.16
===================================================================================
Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Test RMSE: 20395.326799476592
Parameters Used: ((0, 2, 3), (0, 0, 0, 12))
len(exog_forecast) Forecast time period in months: 58 len(exog): 230
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
cutoff: 230
len(train): 230
len(exog_train): 230
len(test): 58
len(exog_test): 58
SARIMAX Results
==========================================================================================
Dep. Variable: Zillow Home Value Index (ZHVI) No. Observations: 230
Model: SARIMAX(3, 2, 0) Log Likelihood -1645.706
Date: Sat, 27 Jan 2024 AIC 3301.412
Time: 01:49:27 BIC 3318.559
Sample: 01-31-2000 HQIC 3308.330
- 02-28-2019
Covariance Type: opg
=========================================================================================
coef std err z P>|z| [0.025 0.975]
-----------------------------------------------------------------------------------------
financial_crisis_flag -43.1310 171.831 -0.251 0.802 -379.913 293.651
ar.L1 0.0614 0.015 4.138 0.000 0.032 0.091
ar.L2 0.0186 0.038 0.487 0.626 -0.056 0.094
ar.L3 -0.0909 0.011 -8.642 0.000 -0.111 -0.070
sigma2 9.938e+04 6473.898 15.351 0.000 8.67e+04 1.12e+05
===================================================================================
Ljung-Box (L1) (Q): 16.29 Jarque-Bera (JB): 52.33
Prob(Q): 0.00 Prob(JB): 0.00
Heteroskedasticity (H): 0.39 Skew: 0.21
Prob(H) (two-sided): 0.00 Kurtosis: 5.31
===================================================================================
Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Test RMSE: 19185.175163527314
Parameters Used: ((3, 2, 0), (0, 0, 0, 12))
len(exog_forecast) Forecast time period in months: 58 len(exog): 230
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
cutoff: 230
len(train): 230
len(exog_train): 230
len(test): 58
len(exog_test): 58
SARIMAX Results
==========================================================================================
Dep. Variable: Zillow Home Value Index (ZHVI) No. Observations: 230
Model: SARIMAX(3, 2, 1) Log Likelihood -1649.166
Date: Sat, 27 Jan 2024 AIC 3310.332
Time: 01:49:58 BIC 3330.908
Sample: 01-31-2000 HQIC 3318.634
- 02-28-2019
Covariance Type: opg
=========================================================================================
coef std err z P>|z| [0.025 0.975]
-----------------------------------------------------------------------------------------
financial_crisis_flag -113.3867 423.178 -0.268 0.789 -942.801 716.028
ar.L1 0.6043 0.147 4.119 0.000 0.317 0.892
ar.L2 0.0210 0.050 0.422 0.673 -0.077 0.119
ar.L3 -0.1046 0.030 -3.469 0.001 -0.164 -0.045
ma.L1 -0.5625 0.149 -3.778 0.000 -0.854 -0.271
sigma2 1.046e+05 6510.552 16.064 0.000 9.18e+04 1.17e+05
===================================================================================
Ljung-Box (L1) (Q): 13.61 Jarque-Bera (JB): 106.58
Prob(Q): 0.00 Prob(JB): 0.00
Heteroskedasticity (H): 0.25 Skew: 0.34
Prob(H) (two-sided): 0.00 Kurtosis: 6.28
===================================================================================
Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Test RMSE: 25189.13524399547
Parameters Used: ((3, 2, 1), (0, 0, 0, 12))
len(exog_forecast) Forecast time period in months: 58 len(exog): 230
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
cutoff: 230
len(train): 230
len(exog_train): 230
len(test): 58
len(exog_test): 58
SARIMAX Results
==========================================================================================
Dep. Variable: Zillow Home Value Index (ZHVI) No. Observations: 230
Model: SARIMAX(3, 2, 0) Log Likelihood -1610.879
Date: Sat, 27 Jan 2024 AIC 3231.759
Time: 01:50:34 BIC 3248.906
Sample: 01-31-2000 HQIC 3238.677
- 02-28-2019
Covariance Type: opg
=========================================================================================
coef std err z P>|z| [0.025 0.975]
-----------------------------------------------------------------------------------------
financial_crisis_flag -92.7232 145.493 -0.637 0.524 -377.885 192.439
ar.L1 0.1065 0.017 6.371 0.000 0.074 0.139
ar.L2 0.0274 0.042 0.647 0.518 -0.056 0.110
ar.L3 -0.1566 0.013 -12.048 0.000 -0.182 -0.131
sigma2 6.956e+04 5028.146 13.833 0.000 5.97e+04 7.94e+04
===================================================================================
Ljung-Box (L1) (Q): 11.93 Jarque-Bera (JB): 22.67
Prob(Q): 0.00 Prob(JB): 0.00
Heteroskedasticity (H): 0.50 Skew: -0.09
Prob(H) (two-sided): 0.00 Kurtosis: 4.53
===================================================================================
Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Test RMSE: 23443.46184203669
Parameters Used: ((3, 2, 0), (0, 0, 0, 12))
len(exog_forecast) Forecast time period in months: 58 len(exog): 228 No suitable model parameters found for ZIP Code 23238. Skipping... Zip code 23250 not found in DataFrame. Skipping... len(exog): 230
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
cutoff: 230
len(train): 230
len(exog_train): 230
len(test): 58
len(exog_test): 58
SARIMAX Results
==========================================================================================
Dep. Variable: Zillow Home Value Index (ZHVI) No. Observations: 230
Model: SARIMAX(0, 2, 3) Log Likelihood -1681.854
Date: Sat, 27 Jan 2024 AIC 3373.707
Time: 01:50:57 BIC 3390.854
Sample: 01-31-2000 HQIC 3380.625
- 02-28-2019
Covariance Type: opg
=========================================================================================
coef std err z P>|z| [0.025 0.975]
-----------------------------------------------------------------------------------------
financial_crisis_flag -172.1220 107.467 -1.602 0.109 -382.753 38.509
ma.L1 0.0525 0.018 2.975 0.003 0.018 0.087
ma.L2 -0.0491 0.039 -1.263 0.206 -0.125 0.027
ma.L3 -0.0771 0.014 -5.544 0.000 -0.104 -0.050
sigma2 1.403e+05 7902.895 17.753 0.000 1.25e+05 1.56e+05
===================================================================================
Ljung-Box (L1) (Q): 12.64 Jarque-Bera (JB): 173.77
Prob(Q): 0.00 Prob(JB): 0.00
Heteroskedasticity (H): 1.50 Skew: -0.19
Prob(H) (two-sided): 0.08 Kurtosis: 7.26
===================================================================================
Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Test RMSE: 25133.0353809512
Parameters Used: ((0, 2, 3), (0, 0, 0, 12))
len(exog_forecast) Forecast time period in months: 58 len(exog): 115
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
cutoff: 115
len(train): 115
len(exog_train): 115
len(test): 29
len(exog_test): 29
SARIMAX Results
===========================================================================================
Dep. Variable: Zillow Home Value Index (ZHVI) No. Observations: 115
Model: SARIMAX(2, 2, 3)x(1, 0, [], 12) Log Likelihood -868.898
Date: Sat, 27 Jan 2024 AIC 1753.797
Time: 01:51:17 BIC 1775.616
Sample: 01-31-2012 HQIC 1762.651
- 07-31-2021
Covariance Type: opg
=========================================================================================
coef std err z P>|z| [0.025 0.975]
-----------------------------------------------------------------------------------------
financial_crisis_flag -104.7364 207.885 -0.504 0.614 -512.183 302.710
ar.L1 1.6511 0.067 24.748 0.000 1.520 1.782
ar.L2 -0.8869 0.061 -14.598 0.000 -1.006 -0.768
ma.L1 -1.6439 0.070 -23.556 0.000 -1.781 -1.507
ma.L2 0.8141 0.089 9.105 0.000 0.639 0.989
ma.L3 0.0498 0.035 1.411 0.158 -0.019 0.119
ar.S.L12 0.0107 0.028 0.379 0.704 -0.045 0.066
sigma2 2.692e+05 3.57e+04 7.538 0.000 1.99e+05 3.39e+05
===================================================================================
Ljung-Box (L1) (Q): 10.20 Jarque-Bera (JB): 0.57
Prob(Q): 0.00 Prob(JB): 0.75
Heteroskedasticity (H): 1.11 Skew: 0.03
Prob(H) (two-sided): 0.76 Kurtosis: 3.34
===================================================================================
Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Test RMSE: 5612.53759802421
Parameters Used: ((2, 2, 3), (1, 0, 0, 12))
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used. self._init_dates(dates, freq) C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used. self._init_dates(dates, freq)
len(exog_forecast) Forecast time period in months: 29 len(exog): 230
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
cutoff: 230
len(train): 230
len(exog_train): 230
len(test): 58
len(exog_test): 58
SARIMAX Results
==========================================================================================
Dep. Variable: Zillow Home Value Index (ZHVI) No. Observations: 230
Model: SARIMAX(2, 2, 2) Log Likelihood -1630.359
Date: Sat, 27 Jan 2024 AIC 3272.718
Time: 01:51:41 BIC 3293.294
Sample: 01-31-2000 HQIC 3281.020
- 02-28-2019
Covariance Type: opg
=========================================================================================
coef std err z P>|z| [0.025 0.975]
-----------------------------------------------------------------------------------------
financial_crisis_flag 189.5644 112.453 1.686 0.092 -30.840 409.969
ar.L1 -0.2410 0.063 -3.820 0.000 -0.365 -0.117
ar.L2 -0.8450 0.046 -18.263 0.000 -0.936 -0.754
ma.L1 0.3419 0.062 5.501 0.000 0.220 0.464
ma.L2 0.8592 0.056 15.442 0.000 0.750 0.968
sigma2 8.529e+04 7010.920 12.166 0.000 7.16e+04 9.9e+04
===================================================================================
Ljung-Box (L1) (Q): 2.48 Jarque-Bera (JB): 3.47
Prob(Q): 0.12 Prob(JB): 0.18
Heteroskedasticity (H): 0.40 Skew: -0.18
Prob(H) (two-sided): 0.00 Kurtosis: 3.49
===================================================================================
Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Test RMSE: 33858.14078130278
Parameters Used: ((2, 2, 2), (0, 0, 0, 12))
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
len(exog_forecast) Forecast time period in months: 58 len(exog): 230 No suitable model parameters found for ZIP Code 23831. Skipping... len(exog): 230
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
cutoff: 230
len(train): 230
len(exog_train): 230
len(test): 58
len(exog_test): 58
SARIMAX Results
==========================================================================================
Dep. Variable: Zillow Home Value Index (ZHVI) No. Observations: 230
Model: SARIMAX(3, 2, 0) Log Likelihood -1663.895
Date: Sat, 27 Jan 2024 AIC 3337.791
Time: 01:52:10 BIC 3354.937
Sample: 01-31-2000 HQIC 3344.709
- 02-28-2019
Covariance Type: opg
=========================================================================================
coef std err z P>|z| [0.025 0.975]
-----------------------------------------------------------------------------------------
financial_crisis_flag -124.3742 161.123 -0.772 0.440 -440.170 191.421
ar.L1 0.0361 0.016 2.200 0.028 0.004 0.068
ar.L2 0.0299 0.047 0.641 0.522 -0.062 0.121
ar.L3 -0.0655 0.010 -6.573 0.000 -0.085 -0.046
sigma2 1.204e+05 7534.809 15.980 0.000 1.06e+05 1.35e+05
===================================================================================
Ljung-Box (L1) (Q): 14.09 Jarque-Bera (JB): 83.99
Prob(Q): 0.00 Prob(JB): 0.00
Heteroskedasticity (H): 0.18 Skew: 0.17
Prob(H) (two-sided): 0.00 Kurtosis: 5.95
===================================================================================
Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Test RMSE: 36725.99757501821
Parameters Used: ((3, 2, 0), (0, 0, 0, 12))
len(exog_forecast) Forecast time period in months: 58 len(exog): 115
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
cutoff: 115
len(train): 115
len(exog_train): 115
len(test): 29
len(exog_test): 29
SARIMAX Results
===========================================================================================
Dep. Variable: Zillow Home Value Index (ZHVI) No. Observations: 115
Model: SARIMAX(2, 2, 2)x(1, 0, [], 12) Log Likelihood -823.396
Date: Sat, 27 Jan 2024 AIC 1660.792
Time: 01:52:29 BIC 1679.884
Sample: 01-31-2012 HQIC 1668.539
- 07-31-2021
Covariance Type: opg
=========================================================================================
coef std err z P>|z| [0.025 0.975]
-----------------------------------------------------------------------------------------
financial_crisis_flag 550.2480 192.966 2.852 0.004 172.041 928.455
ar.L1 1.2659 0.016 77.338 0.000 1.234 1.298
ar.L2 -0.9804 0.018 -54.695 0.000 -1.016 -0.945
ma.L1 -1.2940 0.091 -14.248 0.000 -1.472 -1.116
ma.L2 0.9977 0.131 7.613 0.000 0.741 1.255
ar.S.L12 -0.0351 0.059 -0.597 0.551 -0.150 0.080
sigma2 1.207e+05 2.6e+04 4.648 0.000 6.98e+04 1.72e+05
===================================================================================
Ljung-Box (L1) (Q): 8.01 Jarque-Bera (JB): 11.35
Prob(Q): 0.00 Prob(JB): 0.00
Heteroskedasticity (H): 2.32 Skew: 0.46
Prob(H) (two-sided): 0.01 Kurtosis: 4.24
===================================================================================
Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Test RMSE: 10020.378276144726
Parameters Used: ((2, 2, 2), (1, 0, 0, 12))
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used. self._init_dates(dates, freq) C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used. self._init_dates(dates, freq)
len(exog_forecast) Forecast time period in months: 29 len(exog): 230
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
cutoff: 230
len(train): 230
len(exog_train): 230
len(test): 58
len(exog_test): 58
SARIMAX Results
==========================================================================================
Dep. Variable: Zillow Home Value Index (ZHVI) No. Observations: 230
Model: SARIMAX(3, 2, 2) Log Likelihood -1550.272
Date: Sat, 27 Jan 2024 AIC 3114.544
Time: 01:52:49 BIC 3138.549
Sample: 01-31-2000 HQIC 3124.229
- 02-28-2019
Covariance Type: opg
=========================================================================================
coef std err z P>|z| [0.025 0.975]
-----------------------------------------------------------------------------------------
financial_crisis_flag 97.5436 134.498 0.725 0.468 -166.067 361.155
ar.L1 0.3225 0.185 1.740 0.082 -0.041 0.686
ar.L2 0.3467 0.122 2.833 0.005 0.107 0.587
ar.L3 -0.3033 0.025 -12.175 0.000 -0.352 -0.255
ma.L1 -0.2132 0.204 -1.048 0.295 -0.612 0.186
ma.L2 -0.2648 0.114 -2.329 0.020 -0.488 -0.042
sigma2 4.035e+04 2209.441 18.265 0.000 3.6e+04 4.47e+04
===================================================================================
Ljung-Box (L1) (Q): 4.78 Jarque-Bera (JB): 244.87
Prob(Q): 0.03 Prob(JB): 0.00
Heteroskedasticity (H): 0.50 Skew: 0.15
Prob(H) (two-sided): 0.00 Kurtosis: 8.07
===================================================================================
Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Test RMSE: 25985.785732745004
Parameters Used: ((3, 2, 2), (0, 0, 0, 12))
len(exog_forecast) Forecast time period in months: 58 len(exog): 230
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
cutoff: 230
len(train): 230
len(exog_train): 230
len(test): 58
len(exog_test): 58
SARIMAX Results
==========================================================================================
Dep. Variable: Zillow Home Value Index (ZHVI) No. Observations: 230
Model: SARIMAX(2, 2, 2) Log Likelihood -1721.688
Date: Sat, 27 Jan 2024 AIC 3455.377
Time: 01:53:17 BIC 3475.953
Sample: 01-31-2000 HQIC 3463.679
- 02-28-2019
Covariance Type: opg
=========================================================================================
coef std err z P>|z| [0.025 0.975]
-----------------------------------------------------------------------------------------
financial_crisis_flag -321.9088 609.412 -0.528 0.597 -1516.334 872.517
ar.L1 0.5853 0.011 53.514 0.000 0.564 0.607
ar.L2 -0.9830 0.012 -80.630 0.000 -1.007 -0.959
ma.L1 -0.5716 0.013 -44.932 0.000 -0.597 -0.547
ma.L2 0.9845 0.015 64.713 0.000 0.955 1.014
sigma2 1.962e+05 1.38e+04 14.193 0.000 1.69e+05 2.23e+05
===================================================================================
Ljung-Box (L1) (Q): 13.98 Jarque-Bera (JB): 140.06
Prob(Q): 0.00 Prob(JB): 0.00
Heteroskedasticity (H): 0.25 Skew: 0.26
Prob(H) (two-sided): 0.00 Kurtosis: 6.80
===================================================================================
Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Test RMSE: 22567.94465812128
Parameters Used: ((2, 2, 2), (0, 0, 0, 12))
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
len(exog_forecast) Forecast time period in months: 58 len(exog): 230 No suitable model parameters found for ZIP Code 23838. Skipping... len(exog): 115
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
cutoff: 115
len(train): 115
len(exog_train): 115
len(test): 29
len(exog_test): 29
SARIMAX Results
==========================================================================================
Dep. Variable: Zillow Home Value Index (ZHVI) No. Observations: 115
Model: SARIMAX(2, 2, 2) Log Likelihood -833.075
Date: Sat, 27 Jan 2024 AIC 1678.151
Time: 01:53:39 BIC 1694.515
Sample: 01-31-2012 HQIC 1684.791
- 07-31-2021
Covariance Type: opg
=========================================================================================
coef std err z P>|z| [0.025 0.975]
-----------------------------------------------------------------------------------------
financial_crisis_flag 347.9511 193.205 1.801 0.072 -30.724 726.626
ar.L1 0.9695 0.080 12.125 0.000 0.813 1.126
ar.L2 -0.8688 0.071 -12.165 0.000 -1.009 -0.729
ma.L1 -0.9294 0.098 -9.530 0.000 -1.120 -0.738
ma.L2 0.8142 0.088 9.252 0.000 0.642 0.987
sigma2 1.484e+05 2.26e+04 6.568 0.000 1.04e+05 1.93e+05
===================================================================================
Ljung-Box (L1) (Q): 8.31 Jarque-Bera (JB): 1.98
Prob(Q): 0.00 Prob(JB): 0.37
Heteroskedasticity (H): 2.50 Skew: 0.32
Prob(H) (two-sided): 0.01 Kurtosis: 2.91
===================================================================================
Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Test RMSE: 8302.709562144044
Parameters Used: ((2, 2, 2), (0, 0, 0, 12))
len(exog_forecast) Forecast time period in months: 29 len(exog): 115
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
cutoff: 115
len(train): 115
len(exog_train): 115
len(test): 29
len(exog_test): 29
SARIMAX Results
==========================================================================================
Dep. Variable: Zillow Home Value Index (ZHVI) No. Observations: 115
Model: SARIMAX(3, 2, 0) Log Likelihood -831.338
Date: Sat, 27 Jan 2024 AIC 1672.676
Time: 01:53:58 BIC 1686.313
Sample: 01-31-2012 HQIC 1678.210
- 07-31-2021
Covariance Type: opg
=========================================================================================
coef std err z P>|z| [0.025 0.975]
-----------------------------------------------------------------------------------------
financial_crisis_flag 308.9869 130.739 2.363 0.018 52.743 565.231
ar.L1 0.0184 0.036 0.511 0.610 -0.052 0.089
ar.L2 -0.0229 0.048 -0.472 0.637 -0.118 0.072
ar.L3 -0.1009 0.020 -5.132 0.000 -0.139 -0.062
sigma2 1.311e+05 1.72e+04 7.644 0.000 9.75e+04 1.65e+05
===================================================================================
Ljung-Box (L1) (Q): 2.88 Jarque-Bera (JB): 0.78
Prob(Q): 0.09 Prob(JB): 0.68
Heteroskedasticity (H): 3.01 Skew: 0.17
Prob(H) (two-sided): 0.00 Kurtosis: 3.23
===================================================================================
Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Test RMSE: 6947.214703643515
Parameters Used: ((3, 2, 0), (0, 0, 0, 12))
len(exog_forecast) Forecast time period in months: 29 len(exog): 115
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
cutoff: 115
len(train): 115
len(exog_train): 115
len(test): 29
len(exog_test): 29
SARIMAX Results
============================================================================================
Dep. Variable: Zillow Home Value Index (ZHVI) No. Observations: 115
Model: SARIMAX(2, 2, 2)x(0, 0, [1], 12) Log Likelihood -842.676
Date: Sat, 27 Jan 2024 AIC 1699.353
Time: 01:54:19 BIC 1718.445
Sample: 01-31-2012 HQIC 1707.100
- 07-31-2021
Covariance Type: opg
=========================================================================================
coef std err z P>|z| [0.025 0.975]
-----------------------------------------------------------------------------------------
financial_crisis_flag 562.2392 132.213 4.253 0.000 303.106 821.373
ar.L1 0.8642 0.118 7.347 0.000 0.634 1.095
ar.L2 -0.7406 0.148 -5.007 0.000 -1.031 -0.451
ma.L1 -0.7985 0.132 -6.057 0.000 -1.057 -0.540
ma.L2 0.6375 0.178 3.582 0.000 0.289 0.986
ma.S.L12 -0.0936 0.050 -1.863 0.062 -0.192 0.005
sigma2 1.745e+05 2.78e+04 6.278 0.000 1.2e+05 2.29e+05
===================================================================================
Ljung-Box (L1) (Q): 5.15 Jarque-Bera (JB): 0.04
Prob(Q): 0.02 Prob(JB): 0.98
Heteroskedasticity (H): 1.93 Skew: -0.03
Prob(H) (two-sided): 0.05 Kurtosis: 2.93
===================================================================================
Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Test RMSE: 6888.561476671278
Parameters Used: ((2, 2, 2), (0, 0, 1, 12))
len(exog_forecast) Forecast time period in months: 29 len(exog): 230
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
cutoff: 230
len(train): 230
len(exog_train): 230
len(test): 58
len(exog_test): 58
SARIMAX Results
==========================================================================================
Dep. Variable: Zillow Home Value Index (ZHVI) No. Observations: 230
Model: SARIMAX(3, 2, 3) Log Likelihood -1504.189
Date: Sat, 27 Jan 2024 AIC 3024.377
Time: 01:54:45 BIC 3051.812
Sample: 01-31-2000 HQIC 3035.446
- 02-28-2019
Covariance Type: opg
=========================================================================================
coef std err z P>|z| [0.025 0.975]
-----------------------------------------------------------------------------------------
financial_crisis_flag 65.9317 33.907 1.945 0.052 -0.524 132.387
ar.L1 0.3210 0.049 6.496 0.000 0.224 0.418
ar.L2 -0.0147 0.050 -0.298 0.766 -0.112 0.082
ar.L3 0.2451 0.033 7.341 0.000 0.180 0.311
ma.L1 0.0157 0.065 0.241 0.809 -0.112 0.143
ma.L2 0.1345 0.056 2.383 0.017 0.024 0.245
ma.L3 -0.9170 0.065 -14.063 0.000 -1.045 -0.789
sigma2 2.222e+04 1851.068 12.005 0.000 1.86e+04 2.58e+04
===================================================================================
Ljung-Box (L1) (Q): 0.62 Jarque-Bera (JB): 121.30
Prob(Q): 0.43 Prob(JB): 0.00
Heteroskedasticity (H): 0.92 Skew: -0.48
Prob(H) (two-sided): 0.72 Kurtosis: 6.44
===================================================================================
Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Test RMSE: 30727.23859212034
Parameters Used: ((3, 2, 3), (0, 0, 0, 12))
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used. self._init_dates(dates, freq) C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used. self._init_dates(dates, freq)
len(exog_forecast) Forecast time period in months: 58 len(exog): 115
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
cutoff: 115
len(train): 115
len(exog_train): 115
len(test): 29
len(exog_test): 29
SARIMAX Results
==========================================================================================
Dep. Variable: Zillow Home Value Index (ZHVI) No. Observations: 115
Model: SARIMAX(3, 2, 0) Log Likelihood -840.987
Date: Sat, 27 Jan 2024 AIC 1691.975
Time: 01:55:02 BIC 1705.612
Sample: 01-31-2012 HQIC 1697.508
- 07-31-2021
Covariance Type: opg
=========================================================================================
coef std err z P>|z| [0.025 0.975]
-----------------------------------------------------------------------------------------
financial_crisis_flag 307.6362 156.365 1.967 0.049 1.166 614.106
ar.L1 0.0974 0.032 3.036 0.002 0.035 0.160
ar.L2 -0.0146 0.050 -0.295 0.768 -0.112 0.083
ar.L3 -0.1330 0.020 -6.726 0.000 -0.172 -0.094
sigma2 1.449e+05 1.9e+04 7.644 0.000 1.08e+05 1.82e+05
===================================================================================
Ljung-Box (L1) (Q): 7.22 Jarque-Bera (JB): 0.96
Prob(Q): 0.01 Prob(JB): 0.62
Heteroskedasticity (H): 2.75 Skew: 0.12
Prob(H) (two-sided): 0.00 Kurtosis: 3.38
===================================================================================
Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Test RMSE: 8686.579368178305
Parameters Used: ((3, 2, 0), (0, 0, 0, 12))
len(exog_forecast) Forecast time period in months: 29 len(exog): 230
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
cutoff: 230
len(train): 230
len(exog_train): 230
len(test): 58
len(exog_test): 58
SARIMAX Results
==========================================================================================
Dep. Variable: Zillow Home Value Index (ZHVI) No. Observations: 230
Model: SARIMAX(0, 2, 3) Log Likelihood -1572.023
Date: Sat, 27 Jan 2024 AIC 3154.046
Time: 01:55:25 BIC 3171.193
Sample: 01-31-2000 HQIC 3160.964
- 02-28-2019
Covariance Type: opg
=========================================================================================
coef std err z P>|z| [0.025 0.975]
-----------------------------------------------------------------------------------------
financial_crisis_flag 145.2551 89.194 1.629 0.103 -29.562 320.073
ma.L1 0.1010 0.025 4.050 0.000 0.052 0.150
ma.L2 -0.0277 0.042 -0.658 0.511 -0.110 0.055
ma.L3 -0.1699 0.016 -10.553 0.000 -0.201 -0.138
sigma2 5.034e+04 2611.490 19.274 0.000 4.52e+04 5.55e+04
===================================================================================
Ljung-Box (L1) (Q): 3.24 Jarque-Bera (JB): 176.34
Prob(Q): 0.07 Prob(JB): 0.00
Heteroskedasticity (H): 1.50 Skew: -0.33
Prob(H) (two-sided): 0.08 Kurtosis: 7.26
===================================================================================
Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Test RMSE: 48293.93050314988
Parameters Used: ((0, 2, 3), (0, 0, 0, 12))
len(exog_forecast) Forecast time period in months: 58 Zip code 23801 not found in DataFrame. Skipping... len(exog): 229 No suitable model parameters found for ZIP Code 23803. Skipping... len(exog): 230
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
cutoff: 230
len(train): 230
len(exog_train): 230
len(test): 58
len(exog_test): 58
SARIMAX Results
===========================================================================================
Dep. Variable: Zillow Home Value Index (ZHVI) No. Observations: 230
Model: SARIMAX(2, 2, 3)x(1, 0, [], 12) Log Likelihood -1462.514
Date: Sat, 27 Jan 2024 AIC 2941.028
Time: 01:55:59 BIC 2968.462
Sample: 01-31-2000 HQIC 2952.097
- 02-28-2019
Covariance Type: opg
=========================================================================================
coef std err z P>|z| [0.025 0.975]
-----------------------------------------------------------------------------------------
financial_crisis_flag 52.6226 21.727 2.422 0.015 10.038 95.207
ar.L1 0.1975 0.054 3.640 0.000 0.091 0.304
ar.L2 -0.1620 0.053 -3.084 0.002 -0.265 -0.059
ma.L1 0.2205 0.051 4.300 0.000 0.120 0.321
ma.L2 0.3188 0.054 5.904 0.000 0.213 0.425
ma.L3 -0.6771 0.052 -12.919 0.000 -0.780 -0.574
ar.S.L12 0.1631 0.042 3.891 0.000 0.081 0.245
sigma2 1.534e+04 938.044 16.351 0.000 1.35e+04 1.72e+04
===================================================================================
Ljung-Box (L1) (Q): 0.15 Jarque-Bera (JB): 37.27
Prob(Q): 0.70 Prob(JB): 0.00
Heteroskedasticity (H): 2.84 Skew: 0.08
Prob(H) (two-sided): 0.00 Kurtosis: 4.97
===================================================================================
Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Test RMSE: 35953.24920508907
Parameters Used: ((2, 2, 3), (1, 0, 0, 12))
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used. self._init_dates(dates, freq) C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used. self._init_dates(dates, freq)
len(exog_forecast) Forecast time period in months: 58 Zip code 23806 not found in DataFrame. Skipping... len(exog): 143
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
cutoff: 143
len(train): 143
len(exog_train): 143
len(test): 36
len(exog_test): 36
SARIMAX Results
==========================================================================================
Dep. Variable: Zillow Home Value Index (ZHVI) No. Observations: 143
Model: SARIMAX(2, 2, 0) Log Likelihood -1031.656
Date: Sat, 27 Jan 2024 AIC 2071.313
Time: 01:56:27 BIC 2083.108
Sample: 02-28-2009 HQIC 2076.106
- 12-31-2020
Covariance Type: opg
=========================================================================================
coef std err z P>|z| [0.025 0.975]
-----------------------------------------------------------------------------------------
financial_crisis_flag 243.9892 275.341 0.886 0.376 -295.670 783.648
ar.L1 0.0257 0.024 1.077 0.282 -0.021 0.072
ar.L2 0.0296 0.063 0.469 0.639 -0.094 0.153
sigma2 1.318e+05 1.3e+04 10.166 0.000 1.06e+05 1.57e+05
===================================================================================
Ljung-Box (L1) (Q): 11.91 Jarque-Bera (JB): 8.25
Prob(Q): 0.00 Prob(JB): 0.02
Heteroskedasticity (H): 3.18 Skew: 0.06
Prob(H) (two-sided): 0.00 Kurtosis: 4.18
===================================================================================
Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Test RMSE: 57916.31214670818
Parameters Used: ((2, 2, 0), (0, 0, 0, 12))
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
len(exog_forecast) Forecast time period in months: 36 len(exog): 144
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
cutoff: 144
len(train): 144
len(exog_train): 144
len(test): 36
len(exog_test): 36
SARIMAX Results
==========================================================================================
Dep. Variable: Zillow Home Value Index (ZHVI) No. Observations: 144
Model: SARIMAX(1, 2, 0) Log Likelihood -1018.322
Date: Sat, 27 Jan 2024 AIC 2042.643
Time: 01:56:57 BIC 2051.511
Sample: 01-31-2009 HQIC 2046.247
- 12-31-2020
Covariance Type: opg
=========================================================================================
coef std err z P>|z| [0.025 0.975]
-----------------------------------------------------------------------------------------
financial_crisis_flag 320.8284 192.624 1.666 0.096 -56.708 698.365
ar.L1 0.0308 0.019 1.599 0.110 -0.007 0.068
sigma2 9.729e+04 9518.663 10.221 0.000 7.86e+04 1.16e+05
===================================================================================
Ljung-Box (L1) (Q): 17.14 Jarque-Bera (JB): 7.82
Prob(Q): 0.00 Prob(JB): 0.02
Heteroskedasticity (H): 4.59 Skew: 0.23
Prob(H) (two-sided): 0.00 Kurtosis: 4.05
===================================================================================
Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Test RMSE: 50730.195400616
Parameters Used: ((1, 2, 0), (0, 0, 0, 12))
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
len(exog_forecast) Forecast time period in months: 36 len(exog): 230
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
cutoff: 230
len(train): 230
len(exog_train): 230
len(test): 58
len(exog_test): 58
SARIMAX Results
==========================================================================================
Dep. Variable: Zillow Home Value Index (ZHVI) No. Observations: 230
Model: SARIMAX(2, 2, 3) Log Likelihood -1662.174
Date: Sat, 27 Jan 2024 AIC 3338.348
Time: 01:57:24 BIC 3362.353
Sample: 01-31-2000 HQIC 3348.033
- 02-28-2019
Covariance Type: opg
=========================================================================================
coef std err z P>|z| [0.025 0.975]
-----------------------------------------------------------------------------------------
financial_crisis_flag 14.9850 93.639 0.160 0.873 -168.545 198.515
ar.L1 0.2090 0.177 1.182 0.237 -0.138 0.556
ar.L2 -0.6427 0.119 -5.396 0.000 -0.876 -0.409
ma.L1 -0.2011 0.181 -1.112 0.266 -0.556 0.153
ma.L2 0.5863 0.135 4.340 0.000 0.322 0.851
ma.L3 -0.0588 0.023 -2.595 0.009 -0.103 -0.014
sigma2 1.181e+05 1.09e+04 10.833 0.000 9.67e+04 1.39e+05
===================================================================================
Ljung-Box (L1) (Q): 12.61 Jarque-Bera (JB): 0.28
Prob(Q): 0.00 Prob(JB): 0.87
Heteroskedasticity (H): 0.56 Skew: -0.02
Prob(H) (two-sided): 0.01 Kurtosis: 3.17
===================================================================================
Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Test RMSE: 30642.805442283272
Parameters Used: ((2, 2, 3), (0, 0, 0, 12))
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used. self._init_dates(dates, freq)
len(exog_forecast) Forecast time period in months: 58 len(exog): 230
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
cutoff: 230
len(train): 230
len(exog_train): 230
len(test): 58
len(exog_test): 58
SARIMAX Results
==========================================================================================
Dep. Variable: Zillow Home Value Index (ZHVI) No. Observations: 230
Model: SARIMAX(3, 2, 3) Log Likelihood -1665.149
Date: Sat, 27 Jan 2024 AIC 3346.297
Time: 01:57:42 BIC 3373.732
Sample: 01-31-2000 HQIC 3357.366
- 02-28-2019
Covariance Type: opg
=========================================================================================
coef std err z P>|z| [0.025 0.975]
-----------------------------------------------------------------------------------------
financial_crisis_flag 80.7849 90.593 0.892 0.373 -96.775 258.345
ar.L1 0.3084 0.060 5.102 0.000 0.190 0.427
ar.L2 -0.1674 0.068 -2.447 0.014 -0.302 -0.033
ar.L3 0.3640 0.050 7.237 0.000 0.265 0.463
ma.L1 -0.0560 0.065 -0.866 0.387 -0.183 0.071
ma.L2 0.1119 0.068 1.646 0.100 -0.021 0.245
ma.L3 -0.7718 0.054 -14.400 0.000 -0.877 -0.667
sigma2 9.096e+04 4237.094 21.467 0.000 8.27e+04 9.93e+04
===================================================================================
Ljung-Box (L1) (Q): 1.15 Jarque-Bera (JB): 322.94
Prob(Q): 0.28 Prob(JB): 0.00
Heteroskedasticity (H): 0.75 Skew: 0.47
Prob(H) (two-sided): 0.21 Kurtosis: 8.75
===================================================================================
Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Test RMSE: 29896.873523035134
Parameters Used: ((3, 2, 3), (0, 0, 0, 12))
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used. self._init_dates(dates, freq) C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used. self._init_dates(dates, freq)
len(exog_forecast) Forecast time period in months: 58 len(exog): 163
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
cutoff: 163 len(train): 163 len(exog_train): 163 len(test): 41 len(exog_test): 41
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used. self._init_dates(dates, freq)
SARIMAX Results
==========================================================================================
Dep. Variable: Zillow Home Value Index (ZHVI) No. Observations: 163
Model: SARIMAX(3, 2, 2) Log Likelihood -1164.501
Date: Sat, 27 Jan 2024 AIC 2343.002
Time: 01:58:09 BIC 2364.572
Sample: 01-31-2007 HQIC 2351.761
- 07-31-2020
Covariance Type: opg
=========================================================================================
coef std err z P>|z| [0.025 0.975]
-----------------------------------------------------------------------------------------
financial_crisis_flag 222.9454 160.333 1.391 0.164 -91.301 537.192
ar.L1 0.9148 0.036 25.137 0.000 0.843 0.986
ar.L2 -0.9087 0.033 -27.187 0.000 -0.974 -0.843
ar.L3 -0.0459 0.030 -1.522 0.128 -0.105 0.013
ma.L1 -0.9423 0.022 -42.618 0.000 -0.986 -0.899
ma.L2 0.9179 0.016 56.546 0.000 0.886 0.950
sigma2 9.808e+04 9594.982 10.222 0.000 7.93e+04 1.17e+05
===================================================================================
Ljung-Box (L1) (Q): 6.53 Jarque-Bera (JB): 5.43
Prob(Q): 0.01 Prob(JB): 0.07
Heteroskedasticity (H): 0.91 Skew: -0.44
Prob(H) (two-sided): 0.73 Kurtosis: 3.19
===================================================================================
Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Test RMSE: 18209.488332015782
Parameters Used: ((3, 2, 2), (0, 0, 0, 12))
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used. self._init_dates(dates, freq) C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used. self._init_dates(dates, freq)
len(exog_forecast) Forecast time period in months: 41 len(exog): 230
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
cutoff: 230
len(train): 230
len(exog_train): 230
len(test): 58
len(exog_test): 58
SARIMAX Results
==========================================================================================
Dep. Variable: Zillow Home Value Index (ZHVI) No. Observations: 230
Model: SARIMAX(0, 2, 0) Log Likelihood -1795.965
Date: Sat, 27 Jan 2024 AIC 3595.930
Time: 01:58:40 BIC 3602.789
Sample: 01-31-2000 HQIC 3598.697
- 02-28-2019
Covariance Type: opg
=========================================================================================
coef std err z P>|z| [0.025 0.975]
-----------------------------------------------------------------------------------------
financial_crisis_flag -520.1203 657.662 -0.791 0.429 -1809.114 768.874
sigma2 4.059e+05 1.45e+04 27.941 0.000 3.77e+05 4.34e+05
===================================================================================
Ljung-Box (L1) (Q): 26.75 Jarque-Bera (JB): 1317.32
Prob(Q): 0.00 Prob(JB): 0.00
Heteroskedasticity (H): 0.22 Skew: -0.97
Prob(H) (two-sided): 0.00 Kurtosis: 14.61
===================================================================================
Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Test RMSE: 75051.33980243167
Parameters Used: ((0, 2, 0), (0, 0, 0, 12))
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
len(exog_forecast) Forecast time period in months: 58 len(exog): 214
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
cutoff: 214
len(train): 214
len(exog_train): 214
len(test): 54
len(exog_test): 54
SARIMAX Results
==========================================================================================
Dep. Variable: Zillow Home Value Index (ZHVI) No. Observations: 214
Model: SARIMAX(2, 2, 2) Log Likelihood -1660.531
Date: Sat, 27 Jan 2024 AIC 3333.062
Time: 01:59:02 BIC 3353.201
Sample: 09-30-2001 HQIC 3341.201
- 06-30-2019
Covariance Type: opg
=========================================================================================
coef std err z P>|z| [0.025 0.975]
-----------------------------------------------------------------------------------------
financial_crisis_flag 60.6387 157.227 0.386 0.700 -247.521 368.798
ar.L1 0.7296 0.011 66.842 0.000 0.708 0.751
ar.L2 -0.9991 0.008 -128.337 0.000 -1.014 -0.984
ma.L1 -0.7262 0.021 -33.997 0.000 -0.768 -0.684
ma.L2 0.9988 0.045 22.117 0.000 0.910 1.087
sigma2 3.282e+05 0.024 1.39e+07 0.000 3.28e+05 3.28e+05
===================================================================================
Ljung-Box (L1) (Q): 4.99 Jarque-Bera (JB): 14.54
Prob(Q): 0.03 Prob(JB): 0.00
Heteroskedasticity (H): 0.68 Skew: -0.04
Prob(H) (two-sided): 0.11 Kurtosis: 4.28
===================================================================================
Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
[2] Covariance matrix is singular or near-singular, with condition number 9.24e+23. Standard errors may be unstable.
Test RMSE: 32909.600181263246
Parameters Used: ((2, 2, 2), (0, 0, 0, 12))
len(exog_forecast) Forecast time period in months: 54 len(exog): 216
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
cutoff: 216
len(train): 216
len(exog_train): 216
len(test): 54
len(exog_test): 54
SARIMAX Results
==========================================================================================
Dep. Variable: Zillow Home Value Index (ZHVI) No. Observations: 216
Model: SARIMAX(2, 2, 1) Log Likelihood -1820.580
Date: Sat, 27 Jan 2024 AIC 3651.160
Time: 01:59:25 BIC 3667.990
Sample: 07-31-2001 HQIC 3657.960
- 06-30-2019
Covariance Type: opg
=========================================================================================
coef std err z P>|z| [0.025 0.975]
-----------------------------------------------------------------------------------------
financial_crisis_flag 246.0719 505.979 0.486 0.627 -745.629 1237.773
ar.L1 0.9016 0.052 17.305 0.000 0.799 1.004
ar.L2 -0.1225 0.020 -6.280 0.000 -0.161 -0.084
ma.L1 -0.9239 0.043 -21.573 0.000 -1.008 -0.840
sigma2 1.391e+06 1.03e+05 13.490 0.000 1.19e+06 1.59e+06
===================================================================================
Ljung-Box (L1) (Q): 8.98 Jarque-Bera (JB): 17.69
Prob(Q): 0.00 Prob(JB): 0.00
Heteroskedasticity (H): 0.17 Skew: -0.07
Prob(H) (two-sided): 0.00 Kurtosis: 4.40
===================================================================================
Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Test RMSE: 21035.532753516614
Parameters Used: ((2, 2, 1), (0, 0, 0, 12))
len(exog_forecast) Forecast time period in months: 54 len(exog): 230
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
cutoff: 230
len(train): 230
len(exog_train): 230
len(test): 57
len(exog_test): 57
SARIMAX Results
==========================================================================================
Dep. Variable: Zillow Home Value Index (ZHVI) No. Observations: 230
Model: SARIMAX(2, 2, 3) Log Likelihood -1747.952
Date: Sat, 27 Jan 2024 AIC 3509.905
Time: 01:59:52 BIC 3533.910
Sample: 02-29-2000 HQIC 3519.590
- 03-31-2019
Covariance Type: opg
=========================================================================================
coef std err z P>|z| [0.025 0.975]
-----------------------------------------------------------------------------------------
financial_crisis_flag 20.3909 160.960 0.127 0.899 -295.085 335.867
ar.L1 1.7853 0.048 37.114 0.000 1.691 1.880
ar.L2 -0.9439 0.045 -21.014 0.000 -1.032 -0.856
ma.L1 -1.7616 0.053 -33.199 0.000 -1.866 -1.658
ma.L2 0.8784 0.058 15.129 0.000 0.765 0.992
ma.L3 0.0369 0.021 1.796 0.073 -0.003 0.077
sigma2 2.75e+05 1.92e+04 14.345 0.000 2.37e+05 3.13e+05
===================================================================================
Ljung-Box (L1) (Q): 17.16 Jarque-Bera (JB): 78.71
Prob(Q): 0.00 Prob(JB): 0.00
Heteroskedasticity (H): 1.38 Skew: 0.44
Prob(H) (two-sided): 0.17 Kurtosis: 5.74
===================================================================================
Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Test RMSE: 34526.35942773662
Parameters Used: ((2, 2, 3), (0, 0, 0, 12))
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used. self._init_dates(dates, freq) C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used. self._init_dates(dates, freq)
len(exog_forecast) Forecast time period in months: 57 len(exog): 230
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
cutoff: 230
len(train): 230
len(exog_train): 230
len(test): 58
len(exog_test): 58
SARIMAX Results
==========================================================================================
Dep. Variable: Zillow Home Value Index (ZHVI) No. Observations: 230
Model: SARIMAX(2, 2, 1) Log Likelihood -1794.426
Date: Sat, 27 Jan 2024 AIC 3598.853
Time: 02:00:22 BIC 3615.999
Sample: 01-31-2000 HQIC 3605.771
- 02-28-2019
Covariance Type: opg
=========================================================================================
coef std err z P>|z| [0.025 0.975]
-----------------------------------------------------------------------------------------
financial_crisis_flag -55.2746 142.149 -0.389 0.697 -333.881 223.332
ar.L1 0.7724 0.346 2.235 0.025 0.095 1.450
ar.L2 -0.0547 0.018 -2.971 0.003 -0.091 -0.019
ma.L1 -0.7463 0.343 -2.174 0.030 -1.419 -0.074
sigma2 3.901e+05 3.32e+04 11.755 0.000 3.25e+05 4.55e+05
===================================================================================
Ljung-Box (L1) (Q): 16.38 Jarque-Bera (JB): 16.28
Prob(Q): 0.00 Prob(JB): 0.00
Heteroskedasticity (H): 2.15 Skew: 0.53
Prob(H) (two-sided): 0.00 Kurtosis: 3.76
===================================================================================
Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Test RMSE: 24501.123350545706
Parameters Used: ((2, 2, 1), (0, 0, 0, 12))
len(exog_forecast) Forecast time period in months: 58 len(exog): 230
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
cutoff: 230
len(train): 230
len(exog_train): 230
len(test): 58
len(exog_test): 58
SARIMAX Results
============================================================================================
Dep. Variable: Zillow Home Value Index (ZHVI) No. Observations: 230
Model: SARIMAX(3, 2, 3)x(0, 0, [1], 12) Log Likelihood -1618.211
Date: Sat, 27 Jan 2024 AIC 3254.423
Time: 02:00:48 BIC 3285.287
Sample: 01-31-2000 HQIC 3266.875
- 02-28-2019
Covariance Type: opg
=========================================================================================
coef std err z P>|z| [0.025 0.975]
-----------------------------------------------------------------------------------------
financial_crisis_flag -40.3036 41.721 -0.966 0.334 -122.075 41.468
ar.L1 0.2616 0.048 5.417 0.000 0.167 0.356
ar.L2 0.1341 0.058 2.325 0.020 0.021 0.247
ar.L3 0.1691 0.036 4.747 0.000 0.099 0.239
ma.L1 0.0544 0.049 1.109 0.268 -0.042 0.151
ma.L2 0.0291 0.055 0.529 0.597 -0.079 0.137
ma.L3 -0.8118 0.050 -16.218 0.000 -0.910 -0.714
ma.S.L12 0.0933 0.033 2.812 0.005 0.028 0.158
sigma2 4.943e+04 3469.585 14.246 0.000 4.26e+04 5.62e+04
===================================================================================
Ljung-Box (L1) (Q): 0.29 Jarque-Bera (JB): 45.20
Prob(Q): 0.59 Prob(JB): 0.00
Heteroskedasticity (H): 0.93 Skew: -0.25
Prob(H) (two-sided): 0.76 Kurtosis: 5.12
===================================================================================
Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Test RMSE: 34865.83270484767
Parameters Used: ((3, 2, 3), (0, 0, 1, 12))
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:866: UserWarning: Too few observations to estimate starting parameters for seasonal ARMA. All parameters except for variances will be set to zeros.
warn('Too few observations to estimate starting parameters%s.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:866: UserWarning: Too few observations to estimate starting parameters for seasonal ARMA. All parameters except for variances will be set to zeros.
warn('Too few observations to estimate starting parameters%s.'
C:\Users\rsingh\anaconda3\lib\site-packages\numpy\core\fromnumeric.py:3715: RuntimeWarning: Degrees of freedom <= 0 for slice
return _methods._var(a, axis=axis, dtype=dtype, out=out, ddof=ddof,
C:\Users\rsingh\anaconda3\lib\site-packages\numpy\core\_methods.py:223: RuntimeWarning: invalid value encountered in divide
arrmean = um.true_divide(arrmean, div, out=arrmean, casting='unsafe',
C:\Users\rsingh\anaconda3\lib\site-packages\numpy\core\_methods.py:257: RuntimeWarning: invalid value encountered in double_scalars
ret = ret.dtype.type(ret / rcount)
len(exog_forecast) Forecast time period in months: 58 len(exog): 1
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:866: UserWarning: Too few observations to estimate starting parameters for ARMA and trend. All parameters except for variances will be set to zeros.
warn('Too few observations to estimate starting parameters%s.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:866: UserWarning: Too few observations to estimate starting parameters for ARMA and trend. All parameters except for variances will be set to zeros.
warn('Too few observations to estimate starting parameters%s.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:866: UserWarning: Too few observations to estimate starting parameters for seasonal ARMA. All parameters except for variances will be set to zeros.
warn('Too few observations to estimate starting parameters%s.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:866: UserWarning: Too few observations to estimate starting parameters for ARMA and trend. All parameters except for variances will be set to zeros.
warn('Too few observations to estimate starting parameters%s.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:866: UserWarning: Too few observations to estimate starting parameters for seasonal ARMA. All parameters except for variances will be set to zeros.
warn('Too few observations to estimate starting parameters%s.'
C:\Users\rsingh\anaconda3\lib\site-packages\numpy\core\fromnumeric.py:3715: RuntimeWarning: Degrees of freedom <= 0 for slice
return _methods._var(a, axis=axis, dtype=dtype, out=out, ddof=ddof,
C:\Users\rsingh\anaconda3\lib\site-packages\numpy\core\_methods.py:223: RuntimeWarning: invalid value encountered in divide
arrmean = um.true_divide(arrmean, div, out=arrmean, casting='unsafe',
C:\Users\rsingh\anaconda3\lib\site-packages\numpy\core\_methods.py:257: RuntimeWarning: invalid value encountered in double_scalars
ret = ret.dtype.type(ret / rcount)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:866: UserWarning: Too few observations to estimate starting parameters for ARMA and trend. All parameters except for variances will be set to zeros.
warn('Too few observations to estimate starting parameters%s.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:866: UserWarning: Too few observations to estimate starting parameters for seasonal ARMA. All parameters except for variances will be set to zeros.
warn('Too few observations to estimate starting parameters%s.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:866: UserWarning: Too few observations to estimate starting parameters for ARMA and trend. All parameters except for variances will be set to zeros.
warn('Too few observations to estimate starting parameters%s.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:866: UserWarning: Too few observations to estimate starting parameters for ARMA and trend. All parameters except for variances will be set to zeros.
warn('Too few observations to estimate starting parameters%s.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:866: UserWarning: Too few observations to estimate starting parameters for seasonal ARMA. All parameters except for variances will be set to zeros.
warn('Too few observations to estimate starting parameters%s.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:866: UserWarning: Too few observations to estimate starting parameters for ARMA and trend. All parameters except for variances will be set to zeros.
warn('Too few observations to estimate starting parameters%s.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:866: UserWarning: Too few observations to estimate starting parameters for seasonal ARMA. All parameters except for variances will be set to zeros.
warn('Too few observations to estimate starting parameters%s.'
C:\Users\rsingh\anaconda3\lib\site-packages\numpy\core\fromnumeric.py:3715: RuntimeWarning: Degrees of freedom <= 0 for slice
return _methods._var(a, axis=axis, dtype=dtype, out=out, ddof=ddof,
C:\Users\rsingh\anaconda3\lib\site-packages\numpy\core\_methods.py:223: RuntimeWarning: invalid value encountered in divide
arrmean = um.true_divide(arrmean, div, out=arrmean, casting='unsafe',
C:\Users\rsingh\anaconda3\lib\site-packages\numpy\core\_methods.py:257: RuntimeWarning: invalid value encountered in double_scalars
ret = ret.dtype.type(ret / rcount)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:866: UserWarning: Too few observations to estimate starting parameters for ARMA and trend. All parameters except for variances will be set to zeros.
warn('Too few observations to estimate starting parameters%s.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:866: UserWarning: Too few observations to estimate starting parameters for seasonal ARMA. All parameters except for variances will be set to zeros.
warn('Too few observations to estimate starting parameters%s.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:866: UserWarning: Too few observations to estimate starting parameters for ARMA and trend. All parameters except for variances will be set to zeros.
warn('Too few observations to estimate starting parameters%s.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:866: UserWarning: Too few observations to estimate starting parameters for ARMA and trend. All parameters except for variances will be set to zeros.
warn('Too few observations to estimate starting parameters%s.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:866: UserWarning: Too few observations to estimate starting parameters for seasonal ARMA. All parameters except for variances will be set to zeros.
warn('Too few observations to estimate starting parameters%s.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:866: UserWarning: Too few observations to estimate starting parameters for ARMA and trend. All parameters except for variances will be set to zeros.
warn('Too few observations to estimate starting parameters%s.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:866: UserWarning: Too few observations to estimate starting parameters for seasonal ARMA. All parameters except for variances will be set to zeros.
warn('Too few observations to estimate starting parameters%s.'
C:\Users\rsingh\anaconda3\lib\site-packages\numpy\core\fromnumeric.py:3715: RuntimeWarning: Degrees of freedom <= 0 for slice
return _methods._var(a, axis=axis, dtype=dtype, out=out, ddof=ddof,
C:\Users\rsingh\anaconda3\lib\site-packages\numpy\core\_methods.py:223: RuntimeWarning: invalid value encountered in divide
arrmean = um.true_divide(arrmean, div, out=arrmean, casting='unsafe',
C:\Users\rsingh\anaconda3\lib\site-packages\numpy\core\_methods.py:257: RuntimeWarning: invalid value encountered in double_scalars
ret = ret.dtype.type(ret / rcount)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:866: UserWarning: Too few observations to estimate starting parameters for ARMA and trend. All parameters except for variances will be set to zeros.
warn('Too few observations to estimate starting parameters%s.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:866: UserWarning: Too few observations to estimate starting parameters for seasonal ARMA. All parameters except for variances will be set to zeros.
warn('Too few observations to estimate starting parameters%s.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:866: UserWarning: Too few observations to estimate starting parameters for ARMA and trend. All parameters except for variances will be set to zeros.
warn('Too few observations to estimate starting parameters%s.'
C:\Users\rsingh\anaconda3\lib\site-packages\numpy\core\fromnumeric.py:3715: RuntimeWarning: Degrees of freedom <= 0 for slice
return _methods._var(a, axis=axis, dtype=dtype, out=out, ddof=ddof,
C:\Users\rsingh\anaconda3\lib\site-packages\numpy\core\_methods.py:223: RuntimeWarning: invalid value encountered in divide
arrmean = um.true_divide(arrmean, div, out=arrmean, casting='unsafe',
C:\Users\rsingh\anaconda3\lib\site-packages\numpy\core\_methods.py:257: RuntimeWarning: invalid value encountered in double_scalars
ret = ret.dtype.type(ret / rcount)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:866: UserWarning: Too few observations to estimate starting parameters for ARMA and trend. All parameters except for variances will be set to zeros.
warn('Too few observations to estimate starting parameters%s.'
C:\Users\rsingh\anaconda3\lib\site-packages\numpy\core\fromnumeric.py:3715: RuntimeWarning: Degrees of freedom <= 0 for slice
return _methods._var(a, axis=axis, dtype=dtype, out=out, ddof=ddof,
C:\Users\rsingh\anaconda3\lib\site-packages\numpy\core\_methods.py:223: RuntimeWarning: invalid value encountered in divide
arrmean = um.true_divide(arrmean, div, out=arrmean, casting='unsafe',
C:\Users\rsingh\anaconda3\lib\site-packages\numpy\core\_methods.py:257: RuntimeWarning: invalid value encountered in double_scalars
ret = ret.dtype.type(ret / rcount)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:866: UserWarning: Too few observations to estimate starting parameters for seasonal ARMA. All parameters except for variances will be set to zeros.
warn('Too few observations to estimate starting parameters%s.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:866: UserWarning: Too few observations to estimate starting parameters for ARMA and trend. All parameters except for variances will be set to zeros.
warn('Too few observations to estimate starting parameters%s.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:866: UserWarning: Too few observations to estimate starting parameters for seasonal ARMA. All parameters except for variances will be set to zeros.
warn('Too few observations to estimate starting parameters%s.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:866: UserWarning: Too few observations to estimate starting parameters for ARMA and trend. All parameters except for variances will be set to zeros.
warn('Too few observations to estimate starting parameters%s.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:866: UserWarning: Too few observations to estimate starting parameters for seasonal ARMA. All parameters except for variances will be set to zeros.
warn('Too few observations to estimate starting parameters%s.'
C:\Users\rsingh\anaconda3\lib\site-packages\numpy\core\fromnumeric.py:3715: RuntimeWarning: Degrees of freedom <= 0 for slice
return _methods._var(a, axis=axis, dtype=dtype, out=out, ddof=ddof,
C:\Users\rsingh\anaconda3\lib\site-packages\numpy\core\_methods.py:223: RuntimeWarning: invalid value encountered in divide
arrmean = um.true_divide(arrmean, div, out=arrmean, casting='unsafe',
C:\Users\rsingh\anaconda3\lib\site-packages\numpy\core\_methods.py:257: RuntimeWarning: invalid value encountered in double_scalars
ret = ret.dtype.type(ret / rcount)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:866: UserWarning: Too few observations to estimate starting parameters for ARMA and trend. All parameters except for variances will be set to zeros.
warn('Too few observations to estimate starting parameters%s.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:866: UserWarning: Too few observations to estimate starting parameters for seasonal ARMA. All parameters except for variances will be set to zeros.
warn('Too few observations to estimate starting parameters%s.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:866: UserWarning: Too few observations to estimate starting parameters for ARMA and trend. All parameters except for variances will be set to zeros.
warn('Too few observations to estimate starting parameters%s.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:866: UserWarning: Too few observations to estimate starting parameters for ARMA and trend. All parameters except for variances will be set to zeros.
warn('Too few observations to estimate starting parameters%s.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:866: UserWarning: Too few observations to estimate starting parameters for seasonal ARMA. All parameters except for variances will be set to zeros.
warn('Too few observations to estimate starting parameters%s.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:866: UserWarning: Too few observations to estimate starting parameters for ARMA and trend. All parameters except for variances will be set to zeros.
warn('Too few observations to estimate starting parameters%s.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:866: UserWarning: Too few observations to estimate starting parameters for seasonal ARMA. All parameters except for variances will be set to zeros.
warn('Too few observations to estimate starting parameters%s.'
C:\Users\rsingh\anaconda3\lib\site-packages\numpy\core\fromnumeric.py:3715: RuntimeWarning: Degrees of freedom <= 0 for slice
return _methods._var(a, axis=axis, dtype=dtype, out=out, ddof=ddof,
C:\Users\rsingh\anaconda3\lib\site-packages\numpy\core\_methods.py:223: RuntimeWarning: invalid value encountered in divide
arrmean = um.true_divide(arrmean, div, out=arrmean, casting='unsafe',
C:\Users\rsingh\anaconda3\lib\site-packages\numpy\core\_methods.py:257: RuntimeWarning: invalid value encountered in double_scalars
ret = ret.dtype.type(ret / rcount)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:866: UserWarning: Too few observations to estimate starting parameters for ARMA and trend. All parameters except for variances will be set to zeros.
warn('Too few observations to estimate starting parameters%s.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:866: UserWarning: Too few observations to estimate starting parameters for seasonal ARMA. All parameters except for variances will be set to zeros.
warn('Too few observations to estimate starting parameters%s.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:866: UserWarning: Too few observations to estimate starting parameters for ARMA and trend. All parameters except for variances will be set to zeros.
warn('Too few observations to estimate starting parameters%s.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:866: UserWarning: Too few observations to estimate starting parameters for ARMA and trend. All parameters except for variances will be set to zeros.
warn('Too few observations to estimate starting parameters%s.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:866: UserWarning: Too few observations to estimate starting parameters for seasonal ARMA. All parameters except for variances will be set to zeros.
warn('Too few observations to estimate starting parameters%s.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:866: UserWarning: Too few observations to estimate starting parameters for ARMA and trend. All parameters except for variances will be set to zeros.
warn('Too few observations to estimate starting parameters%s.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:866: UserWarning: Too few observations to estimate starting parameters for seasonal ARMA. All parameters except for variances will be set to zeros.
warn('Too few observations to estimate starting parameters%s.'
C:\Users\rsingh\anaconda3\lib\site-packages\numpy\core\fromnumeric.py:3715: RuntimeWarning: Degrees of freedom <= 0 for slice
return _methods._var(a, axis=axis, dtype=dtype, out=out, ddof=ddof,
C:\Users\rsingh\anaconda3\lib\site-packages\numpy\core\_methods.py:223: RuntimeWarning: invalid value encountered in divide
arrmean = um.true_divide(arrmean, div, out=arrmean, casting='unsafe',
C:\Users\rsingh\anaconda3\lib\site-packages\numpy\core\_methods.py:257: RuntimeWarning: invalid value encountered in double_scalars
ret = ret.dtype.type(ret / rcount)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:866: UserWarning: Too few observations to estimate starting parameters for ARMA and trend. All parameters except for variances will be set to zeros.
warn('Too few observations to estimate starting parameters%s.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:866: UserWarning: Too few observations to estimate starting parameters for seasonal ARMA. All parameters except for variances will be set to zeros.
warn('Too few observations to estimate starting parameters%s.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:866: UserWarning: Too few observations to estimate starting parameters for ARMA and trend. All parameters except for variances will be set to zeros.
warn('Too few observations to estimate starting parameters%s.'
C:\Users\rsingh\anaconda3\lib\site-packages\numpy\core\fromnumeric.py:3715: RuntimeWarning: Degrees of freedom <= 0 for slice
return _methods._var(a, axis=axis, dtype=dtype, out=out, ddof=ddof,
C:\Users\rsingh\anaconda3\lib\site-packages\numpy\core\_methods.py:223: RuntimeWarning: invalid value encountered in divide
arrmean = um.true_divide(arrmean, div, out=arrmean, casting='unsafe',
C:\Users\rsingh\anaconda3\lib\site-packages\numpy\core\_methods.py:257: RuntimeWarning: invalid value encountered in double_scalars
ret = ret.dtype.type(ret / rcount)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:866: UserWarning: Too few observations to estimate starting parameters for ARMA and trend. All parameters except for variances will be set to zeros.
warn('Too few observations to estimate starting parameters%s.'
C:\Users\rsingh\anaconda3\lib\site-packages\numpy\core\fromnumeric.py:3715: RuntimeWarning: Degrees of freedom <= 0 for slice
return _methods._var(a, axis=axis, dtype=dtype, out=out, ddof=ddof,
C:\Users\rsingh\anaconda3\lib\site-packages\numpy\core\_methods.py:223: RuntimeWarning: invalid value encountered in divide
arrmean = um.true_divide(arrmean, div, out=arrmean, casting='unsafe',
C:\Users\rsingh\anaconda3\lib\site-packages\numpy\core\_methods.py:257: RuntimeWarning: invalid value encountered in double_scalars
ret = ret.dtype.type(ret / rcount)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:866: UserWarning: Too few observations to estimate starting parameters for seasonal ARMA. All parameters except for variances will be set to zeros.
warn('Too few observations to estimate starting parameters%s.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:866: UserWarning: Too few observations to estimate starting parameters for ARMA and trend. All parameters except for variances will be set to zeros.
warn('Too few observations to estimate starting parameters%s.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:866: UserWarning: Too few observations to estimate starting parameters for seasonal ARMA. All parameters except for variances will be set to zeros.
warn('Too few observations to estimate starting parameters%s.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:866: UserWarning: Too few observations to estimate starting parameters for ARMA and trend. All parameters except for variances will be set to zeros.
warn('Too few observations to estimate starting parameters%s.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:866: UserWarning: Too few observations to estimate starting parameters for seasonal ARMA. All parameters except for variances will be set to zeros.
warn('Too few observations to estimate starting parameters%s.'
C:\Users\rsingh\anaconda3\lib\site-packages\numpy\core\fromnumeric.py:3715: RuntimeWarning: Degrees of freedom <= 0 for slice
return _methods._var(a, axis=axis, dtype=dtype, out=out, ddof=ddof,
C:\Users\rsingh\anaconda3\lib\site-packages\numpy\core\_methods.py:223: RuntimeWarning: invalid value encountered in divide
arrmean = um.true_divide(arrmean, div, out=arrmean, casting='unsafe',
C:\Users\rsingh\anaconda3\lib\site-packages\numpy\core\_methods.py:257: RuntimeWarning: invalid value encountered in double_scalars
ret = ret.dtype.type(ret / rcount)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:866: UserWarning: Too few observations to estimate starting parameters for ARMA and trend. All parameters except for variances will be set to zeros.
warn('Too few observations to estimate starting parameters%s.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:866: UserWarning: Too few observations to estimate starting parameters for seasonal ARMA. All parameters except for variances will be set to zeros.
warn('Too few observations to estimate starting parameters%s.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:866: UserWarning: Too few observations to estimate starting parameters for ARMA and trend. All parameters except for variances will be set to zeros.
warn('Too few observations to estimate starting parameters%s.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:866: UserWarning: Too few observations to estimate starting parameters for ARMA and trend. All parameters except for variances will be set to zeros.
warn('Too few observations to estimate starting parameters%s.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:866: UserWarning: Too few observations to estimate starting parameters for seasonal ARMA. All parameters except for variances will be set to zeros.
warn('Too few observations to estimate starting parameters%s.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:866: UserWarning: Too few observations to estimate starting parameters for ARMA and trend. All parameters except for variances will be set to zeros.
warn('Too few observations to estimate starting parameters%s.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:866: UserWarning: Too few observations to estimate starting parameters for seasonal ARMA. All parameters except for variances will be set to zeros.
warn('Too few observations to estimate starting parameters%s.'
C:\Users\rsingh\anaconda3\lib\site-packages\numpy\core\fromnumeric.py:3715: RuntimeWarning: Degrees of freedom <= 0 for slice
return _methods._var(a, axis=axis, dtype=dtype, out=out, ddof=ddof,
C:\Users\rsingh\anaconda3\lib\site-packages\numpy\core\_methods.py:223: RuntimeWarning: invalid value encountered in divide
arrmean = um.true_divide(arrmean, div, out=arrmean, casting='unsafe',
C:\Users\rsingh\anaconda3\lib\site-packages\numpy\core\_methods.py:257: RuntimeWarning: invalid value encountered in double_scalars
ret = ret.dtype.type(ret / rcount)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:866: UserWarning: Too few observations to estimate starting parameters for ARMA and trend. All parameters except for variances will be set to zeros.
warn('Too few observations to estimate starting parameters%s.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:866: UserWarning: Too few observations to estimate starting parameters for seasonal ARMA. All parameters except for variances will be set to zeros.
warn('Too few observations to estimate starting parameters%s.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:866: UserWarning: Too few observations to estimate starting parameters for ARMA and trend. All parameters except for variances will be set to zeros.
warn('Too few observations to estimate starting parameters%s.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:866: UserWarning: Too few observations to estimate starting parameters for ARMA and trend. All parameters except for variances will be set to zeros.
warn('Too few observations to estimate starting parameters%s.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:866: UserWarning: Too few observations to estimate starting parameters for seasonal ARMA. All parameters except for variances will be set to zeros.
warn('Too few observations to estimate starting parameters%s.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:866: UserWarning: Too few observations to estimate starting parameters for ARMA and trend. All parameters except for variances will be set to zeros.
warn('Too few observations to estimate starting parameters%s.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:866: UserWarning: Too few observations to estimate starting parameters for seasonal ARMA. All parameters except for variances will be set to zeros.
warn('Too few observations to estimate starting parameters%s.'
C:\Users\rsingh\anaconda3\lib\site-packages\numpy\core\fromnumeric.py:3715: RuntimeWarning: Degrees of freedom <= 0 for slice
return _methods._var(a, axis=axis, dtype=dtype, out=out, ddof=ddof,
C:\Users\rsingh\anaconda3\lib\site-packages\numpy\core\_methods.py:223: RuntimeWarning: invalid value encountered in divide
arrmean = um.true_divide(arrmean, div, out=arrmean, casting='unsafe',
C:\Users\rsingh\anaconda3\lib\site-packages\numpy\core\_methods.py:257: RuntimeWarning: invalid value encountered in double_scalars
ret = ret.dtype.type(ret / rcount)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:866: UserWarning: Too few observations to estimate starting parameters for ARMA and trend. All parameters except for variances will be set to zeros.
warn('Too few observations to estimate starting parameters%s.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:866: UserWarning: Too few observations to estimate starting parameters for seasonal ARMA. All parameters except for variances will be set to zeros.
warn('Too few observations to estimate starting parameters%s.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:866: UserWarning: Too few observations to estimate starting parameters for ARMA and trend. All parameters except for variances will be set to zeros.
warn('Too few observations to estimate starting parameters%s.'
C:\Users\rsingh\anaconda3\lib\site-packages\numpy\core\fromnumeric.py:3715: RuntimeWarning: Degrees of freedom <= 0 for slice
return _methods._var(a, axis=axis, dtype=dtype, out=out, ddof=ddof,
C:\Users\rsingh\anaconda3\lib\site-packages\numpy\core\_methods.py:223: RuntimeWarning: invalid value encountered in divide
arrmean = um.true_divide(arrmean, div, out=arrmean, casting='unsafe',
C:\Users\rsingh\anaconda3\lib\site-packages\numpy\core\_methods.py:257: RuntimeWarning: invalid value encountered in double_scalars
ret = ret.dtype.type(ret / rcount)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:866: UserWarning: Too few observations to estimate starting parameters for seasonal ARMA. All parameters except for variances will be set to zeros.
warn('Too few observations to estimate starting parameters%s.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:866: UserWarning: Too few observations to estimate starting parameters for ARMA and trend. All parameters except for variances will be set to zeros.
warn('Too few observations to estimate starting parameters%s.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:866: UserWarning: Too few observations to estimate starting parameters for seasonal ARMA. All parameters except for variances will be set to zeros.
warn('Too few observations to estimate starting parameters%s.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:866: UserWarning: Too few observations to estimate starting parameters for ARMA and trend. All parameters except for variances will be set to zeros.
warn('Too few observations to estimate starting parameters%s.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:866: UserWarning: Too few observations to estimate starting parameters for seasonal ARMA. All parameters except for variances will be set to zeros.
warn('Too few observations to estimate starting parameters%s.'
C:\Users\rsingh\anaconda3\lib\site-packages\numpy\core\fromnumeric.py:3715: RuntimeWarning: Degrees of freedom <= 0 for slice
return _methods._var(a, axis=axis, dtype=dtype, out=out, ddof=ddof,
C:\Users\rsingh\anaconda3\lib\site-packages\numpy\core\_methods.py:223: RuntimeWarning: invalid value encountered in divide
arrmean = um.true_divide(arrmean, div, out=arrmean, casting='unsafe',
C:\Users\rsingh\anaconda3\lib\site-packages\numpy\core\_methods.py:257: RuntimeWarning: invalid value encountered in double_scalars
ret = ret.dtype.type(ret / rcount)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:866: UserWarning: Too few observations to estimate starting parameters for ARMA and trend. All parameters except for variances will be set to zeros.
warn('Too few observations to estimate starting parameters%s.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:866: UserWarning: Too few observations to estimate starting parameters for seasonal ARMA. All parameters except for variances will be set to zeros.
warn('Too few observations to estimate starting parameters%s.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:866: UserWarning: Too few observations to estimate starting parameters for ARMA and trend. All parameters except for variances will be set to zeros.
warn('Too few observations to estimate starting parameters%s.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:866: UserWarning: Too few observations to estimate starting parameters for ARMA and trend. All parameters except for variances will be set to zeros.
warn('Too few observations to estimate starting parameters%s.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:866: UserWarning: Too few observations to estimate starting parameters for seasonal ARMA. All parameters except for variances will be set to zeros.
warn('Too few observations to estimate starting parameters%s.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:866: UserWarning: Too few observations to estimate starting parameters for ARMA and trend. All parameters except for variances will be set to zeros.
warn('Too few observations to estimate starting parameters%s.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:866: UserWarning: Too few observations to estimate starting parameters for seasonal ARMA. All parameters except for variances will be set to zeros.
warn('Too few observations to estimate starting parameters%s.'
C:\Users\rsingh\anaconda3\lib\site-packages\numpy\core\fromnumeric.py:3715: RuntimeWarning: Degrees of freedom <= 0 for slice
return _methods._var(a, axis=axis, dtype=dtype, out=out, ddof=ddof,
C:\Users\rsingh\anaconda3\lib\site-packages\numpy\core\_methods.py:223: RuntimeWarning: invalid value encountered in divide
arrmean = um.true_divide(arrmean, div, out=arrmean, casting='unsafe',
C:\Users\rsingh\anaconda3\lib\site-packages\numpy\core\_methods.py:257: RuntimeWarning: invalid value encountered in double_scalars
ret = ret.dtype.type(ret / rcount)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:866: UserWarning: Too few observations to estimate starting parameters for ARMA and trend. All parameters except for variances will be set to zeros.
warn('Too few observations to estimate starting parameters%s.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:866: UserWarning: Too few observations to estimate starting parameters for seasonal ARMA. All parameters except for variances will be set to zeros.
warn('Too few observations to estimate starting parameters%s.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:866: UserWarning: Too few observations to estimate starting parameters for ARMA and trend. All parameters except for variances will be set to zeros.
warn('Too few observations to estimate starting parameters%s.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:866: UserWarning: Too few observations to estimate starting parameters for ARMA and trend. All parameters except for variances will be set to zeros.
warn('Too few observations to estimate starting parameters%s.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:866: UserWarning: Too few observations to estimate starting parameters for seasonal ARMA. All parameters except for variances will be set to zeros.
warn('Too few observations to estimate starting parameters%s.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:866: UserWarning: Too few observations to estimate starting parameters for ARMA and trend. All parameters except for variances will be set to zeros.
warn('Too few observations to estimate starting parameters%s.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:866: UserWarning: Too few observations to estimate starting parameters for seasonal ARMA. All parameters except for variances will be set to zeros.
warn('Too few observations to estimate starting parameters%s.'
C:\Users\rsingh\anaconda3\lib\site-packages\numpy\core\fromnumeric.py:3715: RuntimeWarning: Degrees of freedom <= 0 for slice
return _methods._var(a, axis=axis, dtype=dtype, out=out, ddof=ddof,
C:\Users\rsingh\anaconda3\lib\site-packages\numpy\core\_methods.py:223: RuntimeWarning: invalid value encountered in divide
arrmean = um.true_divide(arrmean, div, out=arrmean, casting='unsafe',
C:\Users\rsingh\anaconda3\lib\site-packages\numpy\core\_methods.py:257: RuntimeWarning: invalid value encountered in double_scalars
ret = ret.dtype.type(ret / rcount)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:866: UserWarning: Too few observations to estimate starting parameters for ARMA and trend. All parameters except for variances will be set to zeros.
warn('Too few observations to estimate starting parameters%s.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:866: UserWarning: Too few observations to estimate starting parameters for seasonal ARMA. All parameters except for variances will be set to zeros.
warn('Too few observations to estimate starting parameters%s.'
cutoff: 1 len(train): 1 len(exog_train): 1 len(test): 0 len(exog_test): 0 Error processing ZIP Code 23894: Insufficient data points for prediction.. Skipping... len(exog): 201 No suitable model parameters found for ZIP Code 22546. Skipping...
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: A date index has been provided, but it has no associated frequency information and so will be ignored when e.g. forecasting. self._init_dates(dates, freq)
len(exog): 230
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
cutoff: 230
len(train): 230
len(exog_train): 230
len(test): 58
len(exog_test): 58
SARIMAX Results
==========================================================================================
Dep. Variable: Zillow Home Value Index (ZHVI) No. Observations: 230
Model: SARIMAX(2, 2, 2) Log Likelihood -1749.991
Date: Sat, 27 Jan 2024 AIC 3511.982
Time: 02:01:20 BIC 3532.558
Sample: 01-31-2000 HQIC 3520.283
- 02-28-2019
Covariance Type: opg
=========================================================================================
coef std err z P>|z| [0.025 0.975]
-----------------------------------------------------------------------------------------
financial_crisis_flag 136.1875 103.256 1.319 0.187 -66.191 338.566
ar.L1 0.9746 0.014 67.353 0.000 0.946 1.003
ar.L2 -0.9719 0.014 -70.849 0.000 -0.999 -0.945
ma.L1 -0.9770 0.017 -58.763 0.000 -1.010 -0.944
ma.L2 0.9597 0.019 51.509 0.000 0.923 0.996
sigma2 2.275e+05 1.2e+04 18.897 0.000 2.04e+05 2.51e+05
===================================================================================
Ljung-Box (L1) (Q): 14.75 Jarque-Bera (JB): 127.52
Prob(Q): 0.00 Prob(JB): 0.00
Heteroskedasticity (H): 0.65 Skew: -0.35
Prob(H) (two-sided): 0.06 Kurtosis: 6.60
===================================================================================
Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Test RMSE: 28528.432115722422
Parameters Used: ((2, 2, 2), (0, 0, 0, 12))
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
len(exog_forecast) Forecast time period in months: 58 len(exog): 145
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
cutoff: 145
len(train): 145
len(exog_train): 145
len(test): 36
len(exog_test): 36
SARIMAX Results
==========================================================================================
Dep. Variable: Zillow Home Value Index (ZHVI) No. Observations: 145
Model: SARIMAX(2, 2, 2) Log Likelihood -1087.032
Date: Sat, 27 Jan 2024 AIC 2186.064
Time: 02:01:40 BIC 2203.841
Sample: 12-31-2008 HQIC 2193.288
- 12-31-2020
Covariance Type: opg
=========================================================================================
coef std err z P>|z| [0.025 0.975]
-----------------------------------------------------------------------------------------
financial_crisis_flag 308.6638 277.720 1.111 0.266 -235.657 852.985
ar.L1 1.0434 0.014 75.527 0.000 1.016 1.070
ar.L2 -0.9800 0.014 -72.035 0.000 -1.007 -0.953
ma.L1 -1.0330 0.016 -64.620 0.000 -1.064 -1.002
ma.L2 0.9743 0.016 59.889 0.000 0.942 1.006
sigma2 2.019e+05 2.12e+04 9.502 0.000 1.6e+05 2.44e+05
===================================================================================
Ljung-Box (L1) (Q): 18.27 Jarque-Bera (JB): 0.59
Prob(Q): 0.00 Prob(JB): 0.75
Heteroskedasticity (H): 1.91 Skew: 0.15
Prob(H) (two-sided): 0.03 Kurtosis: 3.10
===================================================================================
Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Test RMSE: 81679.44448985926
Parameters Used: ((2, 2, 2), (0, 0, 0, 12))
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used. self._init_dates(dates, freq) C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used. self._init_dates(dates, freq)
len(exog_forecast) Forecast time period in months: 36 len(exog): 214
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
cutoff: 214 len(train): 214 len(exog_train): 214 len(test): 53 len(exog_test): 53 Error processing ZIP Code 23015: Provided exogenous values are not of the appropriate shape. Required (54, 1), got (53, 1).. Skipping... len(exog): 213
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
cutoff: 213
len(train): 213
len(exog_train): 213
len(test): 53
len(exog_test): 53
SARIMAX Results
==========================================================================================
Dep. Variable: Zillow Home Value Index (ZHVI) No. Observations: 213
Model: SARIMAX(2, 2, 2) Log Likelihood -1554.589
Date: Sat, 27 Jan 2024 AIC 3121.178
Time: 02:02:38 BIC 3141.289
Sample: 11-30-2001 HQIC 3129.307
- 07-31-2019
Covariance Type: opg
=========================================================================================
coef std err z P>|z| [0.025 0.975]
-----------------------------------------------------------------------------------------
financial_crisis_flag 233.4051 180.803 1.291 0.197 -120.962 587.772
ar.L1 1.1219 0.027 41.520 0.000 1.069 1.175
ar.L2 -0.9173 0.032 -29.016 0.000 -0.979 -0.855
ma.L1 -1.1451 0.033 -34.778 0.000 -1.210 -1.081
ma.L2 0.8847 0.040 21.907 0.000 0.806 0.964
sigma2 1.495e+05 1.17e+04 12.733 0.000 1.27e+05 1.73e+05
===================================================================================
Ljung-Box (L1) (Q): 17.31 Jarque-Bera (JB): 27.42
Prob(Q): 0.00 Prob(JB): 0.00
Heteroskedasticity (H): 0.36 Skew: 0.31
Prob(H) (two-sided): 0.00 Kurtosis: 4.65
===================================================================================
Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Test RMSE: 45193.67908305381
Parameters Used: ((2, 2, 2), (0, 0, 0, 12))
len(exog_forecast) Forecast time period in months: 53 len(exog): 115
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
cutoff: 115
len(train): 115
len(exog_train): 115
len(test): 29
len(exog_test): 29
SARIMAX Results
============================================================================================
Dep. Variable: Zillow Home Value Index (ZHVI) No. Observations: 115
Model: SARIMAX(3, 2, 2)x(0, 0, [1], 12) Log Likelihood -873.595
Date: Sat, 27 Jan 2024 AIC 1763.191
Time: 02:02:59 BIC 1785.010
Sample: 01-31-2012 HQIC 1772.045
- 07-31-2021
Covariance Type: opg
=========================================================================================
coef std err z P>|z| [0.025 0.975]
-----------------------------------------------------------------------------------------
financial_crisis_flag 506.4348 337.177 1.502 0.133 -154.421 1167.290
ar.L1 1.1208 0.073 15.323 0.000 0.977 1.264
ar.L2 -0.8820 0.061 -14.465 0.000 -1.001 -0.762
ar.L3 0.0037 0.028 0.134 0.893 -0.050 0.058
ma.L1 -1.1257 0.070 -16.180 0.000 -1.262 -0.989
ma.L2 0.8472 0.059 14.354 0.000 0.732 0.963
ma.S.L12 -0.0484 0.056 -0.871 0.384 -0.157 0.061
sigma2 2.461e+05 3.31e+04 7.439 0.000 1.81e+05 3.11e+05
===================================================================================
Ljung-Box (L1) (Q): 18.57 Jarque-Bera (JB): 2.38
Prob(Q): 0.00 Prob(JB): 0.30
Heteroskedasticity (H): 0.87 Skew: 0.14
Prob(H) (two-sided): 0.68 Kurtosis: 2.35
===================================================================================
Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Test RMSE: 65095.620076409585
Parameters Used: ((3, 2, 2), (0, 0, 1, 12))
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
len(exog_forecast) Forecast time period in months: 29 len(exog): 139
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
cutoff: 139
len(train): 139
len(exog_train): 139
len(test): 35
len(exog_test): 35
SARIMAX Results
==========================================================================================
Dep. Variable: Zillow Home Value Index (ZHVI) No. Observations: 139
Model: SARIMAX(0, 2, 0) Log Likelihood -1044.534
Date: Sat, 27 Jan 2024 AIC 2093.067
Time: 02:03:27 BIC 2098.907
Sample: 07-31-2009 HQIC 2095.441
- 01-31-2021
Covariance Type: opg
=========================================================================================
coef std err z P>|z| [0.025 0.975]
-----------------------------------------------------------------------------------------
financial_crisis_flag -20.6350 398.325 -0.052 0.959 -801.338 760.068
sigma2 2.461e+05 2.66e+04 9.253 0.000 1.94e+05 2.98e+05
===================================================================================
Ljung-Box (L1) (Q): 24.73 Jarque-Bera (JB): 1.75
Prob(Q): 0.00 Prob(JB): 0.42
Heteroskedasticity (H): 2.00 Skew: 0.13
Prob(H) (two-sided): 0.02 Kurtosis: 3.49
===================================================================================
Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Test RMSE: 46743.15578745808
Parameters Used: ((0, 2, 0), (0, 0, 0, 12))
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
len(exog_forecast) Forecast time period in months: 35 len(exog): 143
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
cutoff: 143
len(train): 143
len(exog_train): 143
len(test): 36
len(exog_test): 36
SARIMAX Results
============================================================================================
Dep. Variable: Zillow Home Value Index (ZHVI) No. Observations: 143
Model: SARIMAX(2, 2, 3)x(1, 0, [1], 12) Log Likelihood 0.000
Date: Sat, 27 Jan 2024 AIC 18.000
Time: 02:04:04 BIC 44.539
Sample: 02-28-2009 HQIC 28.784
- 12-31-2020
Covariance Type: opg
=========================================================================================
coef std err z P>|z| [0.025 0.975]
-----------------------------------------------------------------------------------------
financial_crisis_flag 157.7360 -0 -inf 0.000 157.736 157.736
ar.L1 0.0001 3.68e-12 3.9e+07 0.000 0.000 0.000
ar.L2 0.9999 -0 -inf 0.000 1.000 1.000
ma.L1 0.4847 -0 -inf 0.000 0.485 0.485
ma.L2 -0.9998 -0 inf 0.000 -1.000 -1.000
ma.L3 -0.4850 -0 inf 0.000 -0.485 -0.485
ar.S.L12 1.0000 -0 -inf 0.000 1.000 1.000
ma.S.L12 -1.0000 -0 inf 0.000 -1.000 -1.000
sigma2 1.268e+07 -0 -inf 0.000 1.27e+07 1.27e+07
===================================================================================
Ljung-Box (L1) (Q): nan Jarque-Bera (JB): nan
Prob(Q): nan Prob(JB): nan
Heteroskedasticity (H): nan Skew: nan
Prob(H) (two-sided): nan Kurtosis: nan
===================================================================================
Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
[2] Covariance matrix is singular or near-singular, with condition number inf. Standard errors may be unstable.
Test RMSE: 262077.7380650973
Parameters Used: ((2, 2, 3), (1, 0, 1, 12))
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\mlemodel.py:2979: RuntimeWarning: divide by zero encountered in divide return self.params / self.bse C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\stattools.py:1346: RuntimeWarning: invalid value encountered in divide test_statistic = numer_squared_sum / denom_squared_sum C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\stattools.py:681: RuntimeWarning: invalid value encountered in divide acf = avf[: nlags + 1] / avf[0]
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used. self._init_dates(dates, freq) C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used. self._init_dates(dates, freq)
len(exog_forecast) Forecast time period in months: 36 len(exog): 144
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
cutoff: 144
len(train): 144
len(exog_train): 144
len(test): 36
len(exog_test): 36
SARIMAX Results
============================================================================================
Dep. Variable: Zillow Home Value Index (ZHVI) No. Observations: 144
Model: SARIMAX(2, 2, 2)x(1, 0, [1], 12) Log Likelihood -1099.300
Date: Sat, 27 Jan 2024 AIC 2214.600
Time: 02:04:39 BIC 2238.247
Sample: 01-31-2009 HQIC 2224.209
- 12-31-2020
Covariance Type: opg
=========================================================================================
coef std err z P>|z| [0.025 0.975]
-----------------------------------------------------------------------------------------
financial_crisis_flag 205.9959 411.249 0.501 0.616 -600.037 1012.028
ar.L1 1.0412 0.009 117.280 0.000 1.024 1.059
ar.L2 -0.9994 0.008 -123.711 0.000 -1.015 -0.984
ma.L1 -1.0391 0.036 -28.549 0.000 -1.110 -0.968
ma.L2 0.9993 0.066 15.036 0.000 0.869 1.130
ar.S.L12 0.9563 0.581 1.647 0.099 -0.181 2.094
ma.S.L12 -0.9586 0.575 -1.668 0.095 -2.085 0.168
sigma2 2.668e+05 0.350 7.62e+05 0.000 2.67e+05 2.67e+05
===================================================================================
Ljung-Box (L1) (Q): 14.18 Jarque-Bera (JB): 0.63
Prob(Q): 0.00 Prob(JB): 0.73
Heteroskedasticity (H): 1.81 Skew: -0.08
Prob(H) (two-sided): 0.04 Kurtosis: 2.71
===================================================================================
Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
[2] Covariance matrix is singular or near-singular, with condition number 6.11e+21. Standard errors may be unstable.
Test RMSE: 86882.1214587689
Parameters Used: ((2, 2, 2), (1, 0, 1, 12))
len(exog_forecast) Forecast time period in months: 36 len(exog): 230
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
cutoff: 230 len(train): 230 len(exog_train): 230 len(test): 58 len(exog_test): 58
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
SARIMAX Results
============================================================================================
Dep. Variable: Zillow Home Value Index (ZHVI) No. Observations: 230
Model: SARIMAX(2, 2, 2)x(1, 0, [1], 12) Log Likelihood -1791.315
Date: Sat, 27 Jan 2024 AIC 3598.631
Time: 02:05:27 BIC 3626.066
Sample: 01-31-2000 HQIC 3609.700
- 02-28-2019
Covariance Type: opg
=========================================================================================
coef std err z P>|z| [0.025 0.975]
-----------------------------------------------------------------------------------------
financial_crisis_flag -88.0867 155.133 -0.568 0.570 -392.142 215.969
ar.L1 0.9664 0.011 86.564 0.000 0.945 0.988
ar.L2 -0.9660 0.010 -92.730 0.000 -0.986 -0.946
ma.L1 -0.9851 0.013 -77.625 0.000 -1.010 -0.960
ma.L2 0.9618 0.013 76.676 0.000 0.937 0.986
ar.S.L12 0.7979 0.090 8.838 0.000 0.621 0.975
ma.S.L12 -0.7573 0.103 -7.338 0.000 -0.960 -0.555
sigma2 3.27e+05 2.01e+04 16.235 0.000 2.88e+05 3.67e+05
===================================================================================
Ljung-Box (L1) (Q): 14.46 Jarque-Bera (JB): 34.24
Prob(Q): 0.00 Prob(JB): 0.00
Heteroskedasticity (H): 0.25 Skew: -0.39
Prob(H) (two-sided): 0.00 Kurtosis: 4.73
===================================================================================
Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Test RMSE: 31957.01274524892
Parameters Used: ((2, 2, 2), (1, 0, 1, 12))
len(exog_forecast) Forecast time period in months: 58 len(exog): 230
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
cutoff: 230
len(train): 230
len(exog_train): 230
len(test): 58
len(exog_test): 58
SARIMAX Results
==========================================================================================
Dep. Variable: Zillow Home Value Index (ZHVI) No. Observations: 230
Model: SARIMAX(0, 2, 0) Log Likelihood -1772.982
Date: Sat, 27 Jan 2024 AIC 3549.964
Time: 02:06:11 BIC 3556.823
Sample: 01-31-2000 HQIC 3552.731
- 02-28-2019
Covariance Type: opg
=========================================================================================
coef std err z P>|z| [0.025 0.975]
-----------------------------------------------------------------------------------------
financial_crisis_flag -192.7414 155.673 -1.238 0.216 -497.854 112.371
sigma2 3.332e+05 2.56e+04 13.017 0.000 2.83e+05 3.83e+05
===================================================================================
Ljung-Box (L1) (Q): 4.59 Jarque-Bera (JB): 12.67
Prob(Q): 0.03 Prob(JB): 0.00
Heteroskedasticity (H): 0.48 Skew: -0.22
Prob(H) (two-sided): 0.00 Kurtosis: 4.07
===================================================================================
Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Test RMSE: 31534.32477773312
Parameters Used: ((0, 2, 0), (0, 0, 0, 12))
len(exog_forecast) Forecast time period in months: 58 len(exog): 230
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:966: UserWarning: Non-stationary starting autoregressive parameters found. Using zeros as starting parameters.
warn('Non-stationary starting autoregressive parameters'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py:978: UserWarning: Non-invertible starting MA parameters found. Using zeros as starting parameters.
warn('Non-invertible starting MA parameters found.'
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\base\model.py:604: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
warnings.warn("Maximum Likelihood optimization failed to "
C:\Users\rsingh\anaconda3\lib\site-packages\statsmodels\tsa\base\tsa_model.py:471: ValueWarning: No frequency information was provided, so inferred frequency M will be used.
self._init_dates(dates, freq)
cutoff: 230
len(train): 230
len(exog_train): 230
len(test): 58
len(exog_test): 58
SARIMAX Results
==========================================================================================
Dep. Variable: Zillow Home Value Index (ZHVI) No. Observations: 230
Model: SARIMAX(0, 2, 0) Log Likelihood -1696.497
Date: Sat, 27 Jan 2024 AIC 3396.995
Time: 02:06:52 BIC 3403.853
Sample: 01-31-2000 HQIC 3399.762
- 02-28-2019
Covariance Type: opg
=========================================================================================
coef std err z P>|z| [0.025 0.975]
-----------------------------------------------------------------------------------------
financial_crisis_flag -172.3566 115.907 -1.487 0.137 -399.530 54.816
sigma2 1.701e+05 1.21e+04 14.038 0.000 1.46e+05 1.94e+05
===================================================================================
Ljung-Box (L1) (Q): 3.26 Jarque-Bera (JB): 28.42
Prob(Q): 0.07 Prob(JB): 0.00
Heteroskedasticity (H): 0.81 Skew: -0.23
Prob(H) (two-sided): 0.36 Kurtosis: 4.67
===================================================================================
Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Test RMSE: 33830.63100442656
Parameters Used: ((0, 2, 0), (0, 0, 0, 12))
len(exog_forecast) Forecast time period in months: 58
print(results_df)
Zip_Code Test_RMSE Forecast_%_Appreciation Parameters Used 0 23089 33254.056059 19.569822 (2, 2, 1, 0, 0, 0, 12) 1 23093 39470.578370 64.105328 (2, 2, 3, 0, 0, 0, 12) 2 23102 63255.216466 51.521151 (2, 2, 2, 0, 0, 0, 12) 3 23103 NaN NaN (1, 2, 1, 0, 0, 0, 12) 4 23106 28930.367662 53.022332 (3, 2, 2, 0, 0, 0, 12) .. ... ... ... ... 67 23038 262077.738065 -100.000000 (2, 2, 3, 1, 0, 1, 12) 68 23039 86882.121459 54.077651 (2, 2, 2, 1, 0, 1, 12) 69 23047 31957.012745 15.929120 (2, 2, 2, 1, 0, 1, 12) 70 23059 31534.324778 18.690472 (0, 2, 0, 0, 0, 0, 12) 71 23060 33830.631004 22.661455 (0, 2, 0, 0, 0, 0, 12) [72 rows x 4 columns]
results_df
| Zip_Code | Test_RMSE | Forecast_%_Appreciation | Parameters Used | |
|---|---|---|---|---|
| 0 | 23089 | 33254.056059 | 19.569822 | (2, 2, 1, 0, 0, 0, 12) |
| 1 | 23093 | 39470.578370 | 64.105328 | (2, 2, 3, 0, 0, 0, 12) |
| 2 | 23102 | 63255.216466 | 51.521151 | (2, 2, 2, 0, 0, 0, 12) |
| 3 | 23103 | NaN | NaN | (1, 2, 1, 0, 0, 0, 12) |
| 4 | 23106 | 28930.367662 | 53.022332 | (3, 2, 2, 0, 0, 0, 12) |
| ... | ... | ... | ... | ... |
| 67 | 23038 | 262077.738065 | -100.000000 | (2, 2, 3, 1, 0, 1, 12) |
| 68 | 23039 | 86882.121459 | 54.077651 | (2, 2, 2, 1, 0, 1, 12) |
| 69 | 23047 | 31957.012745 | 15.929120 | (2, 2, 2, 1, 0, 1, 12) |
| 70 | 23059 | 31534.324778 | 18.690472 | (0, 2, 0, 0, 0, 0, 12) |
| 71 | 23060 | 33830.631004 | 22.661455 | (0, 2, 0, 0, 0, 0, 12) |
72 rows × 4 columns
# Step 2: Merge with results_df
# Ensure that the 'Zip_Code' column in both dataframes are of the same data type
gdf['Zip_Code'] = gdf['Zip_Code'].astype(int)# Modify the column name if different in your shapefile
results_df['Zip_Code'] = results_df['Zip_Code'].astype(int)
merged_gdf = gdf.merge(results_df, on='Zip_Code', how='right')
print(results_df.describe())
Zip_Code Test_RMSE Forecast_%_Appreciation count 72.000000 66.000000 66.000000 mean 23295.638889 36415.547918 33.795687 std 305.920974 33876.146731 23.895277 min 23005.000000 5529.342245 -100.000000 25% 23099.750000 21335.605330 22.899958 50% 23183.000000 30269.839483 34.480273 75% 23236.250000 39379.317944 45.771065 max 23894.000000 262077.738065 80.817558
print(results_df.info())
<class 'pandas.core.frame.DataFrame'> RangeIndex: 72 entries, 0 to 71 Data columns (total 4 columns): # Column Non-Null Count Dtype --- ------ -------------- ----- 0 Zip_Code 72 non-null int32 1 Test_RMSE 66 non-null float64 2 Forecast_%_Appreciation 66 non-null float64 3 Parameters Used 72 non-null object dtypes: float64(2), int32(1), object(1) memory usage: 2.1+ KB None
print(results_df.head()) # First 5 rows
print(results_df.tail()) # Last 5 rows
Zip_Code Test_RMSE Forecast_%_Appreciation Parameters Used
0 23089 33254.056059 19.569822 (2, 2, 1, 0, 0, 0, 12)
1 23093 39470.578370 64.105328 (2, 2, 3, 0, 0, 0, 12)
2 23102 63255.216466 51.521151 (2, 2, 2, 0, 0, 0, 12)
3 23103 NaN NaN (1, 2, 1, 0, 0, 0, 12)
4 23106 28930.367662 53.022332 (3, 2, 2, 0, 0, 0, 12)
Zip_Code Test_RMSE Forecast_%_Appreciation Parameters Used
67 23038 262077.738065 -100.000000 (2, 2, 3, 1, 0, 1, 12)
68 23039 86882.121459 54.077651 (2, 2, 2, 1, 0, 1, 12)
69 23047 31957.012745 15.929120 (2, 2, 2, 1, 0, 1, 12)
70 23059 31534.324778 18.690472 (0, 2, 0, 0, 0, 0, 12)
71 23060 33830.631004 22.661455 (0, 2, 0, 0, 0, 0, 12)
sorted_df = results_df.sort_values(by='Forecast_%_Appreciation', ascending=False)
sorted_df
| Zip_Code | Test_RMSE | Forecast_%_Appreciation | Parameters Used | |
|---|---|---|---|---|
| 24 | 23224 | 18024.145008 | 80.817558 | (1, 2, 3, 0, 0, 0, 12) |
| 62 | 23011 | 81679.444490 | 72.864093 | (2, 2, 2, 0, 0, 0, 12) |
| 65 | 23027 | 65095.620076 | 65.240710 | (3, 2, 2, 0, 0, 1, 12) |
| 1 | 23093 | 39470.578370 | 64.105328 | (2, 2, 3, 0, 0, 0, 12) |
| 66 | 23030 | 46743.155787 | 61.052270 | (0, 2, 0, 0, 0, 0, 12) |
| ... | ... | ... | ... | ... |
| 7 | 23113 | NaN | NaN | (2, 2, 2, 1, 0, 0, 12) |
| 9 | 23117 | NaN | NaN | (0, 2, 3, 0, 0, 0, 12) |
| 12 | 23129 | NaN | NaN | (0, 2, 0, 0, 0, 0, 12) |
| 60 | 23894 | NaN | NaN | (0, 2, 0, 0, 0, 0, 12) |
| 63 | 23015 | NaN | NaN | (0, 2, 0, 0, 0, 0, 12) |
72 rows × 4 columns
results_df.head()
| Zip_Code | Test_RMSE | Forecast_%_Appreciation | Parameters Used | |
|---|---|---|---|---|
| 0 | 23089 | 33254.056059 | 19.569822 | (2, 2, 1, 0, 0, 0, 12) |
| 1 | 23093 | 39470.578370 | 64.105328 | (2, 2, 3, 0, 0, 0, 12) |
| 2 | 23102 | 63255.216466 | 51.521151 | (2, 2, 2, 0, 0, 0, 12) |
| 3 | 23103 | NaN | NaN | (1, 2, 1, 0, 0, 0, 12) |
| 4 | 23106 | 28930.367662 | 53.022332 | (3, 2, 2, 0, 0, 0, 12) |
merged_gdf.head()
| ZCTA5CE10 | Zip_Code | CLASSFP10 | MTFCC10 | FUNCSTAT10 | ALAND10 | AWATER10 | INTPTLAT10 | INTPTLON10 | geometry | Test_RMSE | Forecast_%_Appreciation | Parameters Used | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 23089 | 23089 | B5 | G6350 | S | 156945786 | 16563560 | +37.4557955 | -076.9035007 | POLYGON ((-76.98172 37.48980, -76.98163 37.490... | 33254.056059 | 19.569822 | (2, 2, 1, 0, 0, 0, 12) |
| 1 | 23093 | 23093 | B5 | G6350 | S | 540280167 | 5234667 | +38.0041674 | -078.0400574 | MULTIPOLYGON (((-78.12450 38.09174, -78.12438 ... | 39470.578370 | 64.105328 | (2, 2, 3, 0, 0, 0, 12) |
| 2 | 23102 | 23102 | B5 | G6350 | S | 76839503 | 2667817 | +37.7081193 | -077.8286536 | POLYGON ((-77.88998 37.66425, -77.88986 37.664... | 63255.216466 | 51.521151 | (2, 2, 2, 0, 0, 0, 12) |
| 3 | 23103 | 23103 | B5 | G6350 | S | 96822168 | 3577185 | +37.6480344 | -077.7236401 | POLYGON ((-77.82239 37.61005, -77.82196 37.610... | NaN | NaN | (1, 2, 1, 0, 0, 0, 12) |
| 4 | 23106 | 23106 | B5 | G6350 | S | 69705539 | 1245598 | +37.7161066 | -077.2015109 | POLYGON ((-77.27119 37.75150, -77.27111 37.751... | 28930.367662 | 53.022332 | (3, 2, 2, 0, 0, 0, 12) |
# Step 3: Visualize the Map
fig, ax = plt.subplots(figsize=(10, 10))
# Plotting gdf_bkg as a white background
gdf_bkg.plot(ax=ax, color='white', edgecolor='black')
merged_gdf.plot(column='Test_RMSE', ax=ax, legend=True, cmap='viridis')
ax.set_title("Test RMSE by Zip Code")
plt.show()
C:\Users\rsingh\anaconda3\lib\site-packages\geopandas\plotting.py:48: ShapelyDeprecationWarning: The 'type' attribute is deprecated, and will be removed in the future. You can use the 'geom_type' attribute instead. if geom is not None and geom.type.startswith(prefix) and not geom.is_empty: C:\Users\rsingh\anaconda3\lib\site-packages\geopandas\plotting.py:48: ShapelyDeprecationWarning: The 'type' attribute is deprecated, and will be removed in the future. You can use the 'geom_type' attribute instead. if geom is not None and geom.type.startswith(prefix) and not geom.is_empty:
# Step 3: Visualize the Map
fig, ax = plt.subplots(figsize=(10, 10))
# Plotting gdf_bkg as a white background
gdf_bkg.plot(ax=ax, color='white', edgecolor='black')
merged_gdf.plot(column='Forecast_%_Appreciation', ax=ax, legend=True, cmap='viridis')
ax.set_title("Forecast_%_Appreciation by ZipCode")
plt.show()
C:\Users\rsingh\anaconda3\lib\site-packages\geopandas\plotting.py:48: ShapelyDeprecationWarning: The 'type' attribute is deprecated, and will be removed in the future. You can use the 'geom_type' attribute instead. if geom is not None and geom.type.startswith(prefix) and not geom.is_empty: C:\Users\rsingh\anaconda3\lib\site-packages\geopandas\plotting.py:48: ShapelyDeprecationWarning: The 'type' attribute is deprecated, and will be removed in the future. You can use the 'geom_type' attribute instead. if geom is not None and geom.type.startswith(prefix) and not geom.is_empty:
path1 = r"C:\Users\rsingh\OneDrive - PlanRVA\Documents\DataHub-Rishabh\Base locality Boundary\Loc_Boundary_RTC.shp"
gdf_counties = gpd.read_file(path1)
# Plotting
fig, ax = plt.subplots(figsize=(10, 10))
gdf_counties.plot(ax=ax, color='White', edgecolor='black', linewidth=0.5)
<AxesSubplot:>
import geopandas as gpd
import matplotlib.pyplot as plt
# Merge your geodataframe with your results_df
merged_gdf = gdf.merge(results_df, on='Zip_Code')
# Plotting
fig, ax = plt.subplots(figsize=(10, 10))
# Plotting the main data
merged_gdf.plot(column='Forecast_%_Appreciation', ax=ax, legend=True, cmap='viridis')
# Overlaying the county boundaries with transparent fill
gdf_counties.plot(ax=ax, color='none', edgecolor='black', linewidth=1)
# Setting plot limits to the extent of gdf_counties
minx, miny, maxx, maxy = gdf_counties.total_bounds
ax.set_xlim(minx, maxx)
ax.set_ylim(miny, maxy)
ax.set_title("Forecast_%_Appreciation by ZipCode")
plt.show()
C:\Users\rsingh\anaconda3\lib\site-packages\geopandas\plotting.py:48: ShapelyDeprecationWarning: The 'type' attribute is deprecated, and will be removed in the future. You can use the 'geom_type' attribute instead. if geom is not None and geom.type.startswith(prefix) and not geom.is_empty:
import geopandas as gpd
import matplotlib.pyplot as plt
# Merge your geodataframe with your results_df
merged_gdf = gdf.merge(results_df, on='Zip_Code')
# Plotting
fig, ax = plt.subplots(figsize=(10, 10))
# First, plot the county boundaries with white fill. This covers the entire plot area.
gdf_counties.plot(ax=ax, color='white', edgecolor='black', linewidth=0.5)
# Then plot the main data on top. Only areas within gdf_counties boundaries will be visible.
merged_gdf.plot(column='Forecast_%_Appreciation', ax=ax, legend=True, cmap='viridis')
# Setting plot limits to the extent of gdf_counties
minx, miny, maxx, maxy = gdf_counties.total_bounds
ax.set_xlim(minx, maxx)
ax.set_ylim(miny, maxy)
ax.set_title("Forecast_%_Appreciation by ZipCode")
plt.show()
C:\Users\rsingh\anaconda3\lib\site-packages\geopandas\plotting.py:48: ShapelyDeprecationWarning: The 'type' attribute is deprecated, and will be removed in the future. You can use the 'geom_type' attribute instead. if geom is not None and geom.type.startswith(prefix) and not geom.is_empty:
import geopandas as gpd
import matplotlib.pyplot as plt
# Merge your geodataframe with your results_df
merged_gdf = gdf.merge(results_df, on='Zip_Code')
# Clipping merged_gdf with gdf_counties
clipped_gdf = gpd.clip(merged_gdf, gdf_counties)
# Plotting
fig, ax = plt.subplots(figsize=(10, 10))
# Plot the county boundaries
gdf_counties.plot(ax=ax, color='none', edgecolor='black', linewidth=0.5)
# Plot the clipped data
clipped_gdf.plot(column='Forecast_%_Appreciation', ax=ax, legend=True, cmap='viridis')
# Setting plot limits to the extent of gdf_counties, if desired
minx, miny, maxx, maxy = gdf_counties.total_bounds
ax.set_xlim(minx, maxx)
ax.set_ylim(miny, maxy)
ax.set_title("Forecast_%_Appreciation by ZipCode")
plt.show()
C:\Users\rsingh\anaconda3\lib\site-packages\geopandas\plotting.py:48: ShapelyDeprecationWarning: The 'type' attribute is deprecated, and will be removed in the future. You can use the 'geom_type' attribute instead. if geom is not None and geom.type.startswith(prefix) and not geom.is_empty: C:\Users\rsingh\anaconda3\lib\site-packages\geopandas\plotting.py:48: ShapelyDeprecationWarning: The 'type' attribute is deprecated, and will be removed in the future. You can use the 'geom_type' attribute instead. if geom is not None and geom.type.startswith(prefix) and not geom.is_empty:
import geopandas as gpd
import matplotlib.pyplot as plt
# Merge your geodataframe with your results_df
merged_gdf = gdf.merge(results_df, on='Zip_Code')
# Clipping merged_gdf with gdf_counties
clipped_gdf = gpd.clip(merged_gdf, gdf_counties)
# Plotting
fig, ax = plt.subplots(figsize=(10, 10))
# Plot the county boundaries
gdf_counties.plot(ax=ax, color='none', edgecolor='black', linewidth=0.5)
# Plot the clipped data
clipped_gdf.plot(column='Test_RMSE', ax=ax, legend=True, cmap='viridis')
# Setting plot limits to the extent of gdf_counties, if desired
minx, miny, maxx, maxy = gdf_counties.total_bounds
ax.set_xlim(minx, maxx)
ax.set_ylim(miny, maxy)
ax.set_title("Test RMSE by Zip Code")
plt.show()
C:\Users\rsingh\anaconda3\lib\site-packages\geopandas\plotting.py:48: ShapelyDeprecationWarning: The 'type' attribute is deprecated, and will be removed in the future. You can use the 'geom_type' attribute instead. if geom is not None and geom.type.startswith(prefix) and not geom.is_empty: C:\Users\rsingh\anaconda3\lib\site-packages\geopandas\plotting.py:48: ShapelyDeprecationWarning: The 'type' attribute is deprecated, and will be removed in the future. You can use the 'geom_type' attribute instead. if geom is not None and geom.type.startswith(prefix) and not geom.is_empty:
## Next Steps: Forecast ahead - 5 Years, 10 Years ..
# Save the plot to a file
if not os.path.exists(save_plot_dir):
os.makedirs(save_plot_dir)
plt.savefig(os.path.join(save_plot_dir, f'ZHVI_forecast_{zip_code}.png'))
plt.show()
def model(df, order, seasonal_order):
cutoff = round(df.shape[0]*0.9)
train = df['Zillow Home Value Index (ZHVI)'][:cutoff].dropna()
exog_train = df.dropna()['financial_crisis_flag'][:cutoff]
test = df['Zillow Home Value Index (ZHVI)'][cutoff:]
exog_test = np.zeros(len(test)).reshape(-1, 1)
#Experimenting with different optimization methods (e.g., 'nm', 'bfgs', 'lbfgs', etc, and maxiter=500
model = SARIMAX(endog=train, exog=exog_train, order=order, seasonal_order=seasonal_order, freq='M', method='lbfgs', maxiter=500).fit(disp=False)
#model = SARIMAX(endog=train, exog=exog_train, order=order, seasonal_order=seasonal_order, freq='M').fit()
y_hat_train = model.predict(start=train.index[2], typ='levels')
y_hat_test = model.predict(start=test.index[0], end=test.index[-1], typ='levels', exog=exog_test)
print(model.summary())
print(f'Test RMSE: {rmse(test, y_hat_test)}')
print(f'Parameters Used: {order, seasonal_order}')
fig, ax = plt.subplots(figsize=(12,8))
ax.plot(train, label='train')
ax.plot(test, label='test')
ax.plot(y_hat_train, label='train prediction')
ax.plot(y_hat_test, label='test prediction')
ax.set_ylabel('Zillow Home Value Index (ZHVI)', fontsize=12)
ax.set_xlabel('Year', fontsize=12)
plt.legend()
plt.show()
# Save the plot to a file
save_plot_dir = r"C:\Users\rsingh\OneDrive - PlanRVA\Documents\Time_Series_GrowthProject\plots"
if not os.path.exists(save_plot_dir):
os.makedirs(save_plot_dir)
plt.savefig(os.path.join(save_plot_dir, f'ZHVI_forecast_{zip_code}.png'))
plt.show()
test_rmse = rmse(test, y_hat_test)
exog_forecast = np.zeros(12).reshape(-1, 1)
forecast = model.forecast(steps=12, exog=exog_forecast)
# Last observed value in the TRAIN set
last_train_value = train.iloc[-1]
forecast_return = (forecast[-1] - last_train_value) / last_train_value * 100
return test_rmse, forecast_return